Posts Tagged ‘ ETS ’

Moving standard deviation

August 18, 2011
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Dear Miss SAS Answers, I am having a tough time developing SAS code to determine volatility ( i.e.: the moving standard deviation using GARCH approach). I need a conditional volatility measure of exchange rate from past 40 years. I have data from the
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Options Pricing Using SAS

January 6, 2009
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There are some new financial functions in SAS9.2 Base, including 8 options pricing functions(formerly in SAS Risk Dimension). These functions can compute the price of both call and put options on different underlying assets (stock, futures, currency, and exchange asset), using the following models respectively: Black-Scholes model,the traditional stock options ...
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Learn Time Series Analysis: Free Materials for SAS Users

December 16, 2008
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0. A gentle Introduction to Time Series Analysis, may serve as fast learning materials: http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc4.htm 1. An open source book(with data and code), A First Course on Time Series Analysis: examples with SAS, by Prof. Michael Falk, is available in: http://statistik.mathematik.uni-wuerzburg.de/timeseries/ 2. A SAS User book, Forecasting Examples for Business and Economics Using...
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