Dear Users,
I have to perform some montecarlo simulations of market returns with STATA. I would like to generate these returns from the original time series under the condition they reflect the actual PDF and so I think I need to calculate the mean and the standard deviations of returns. Which is the programme I have to write? I have to perform any non-parametric analysis before in order to calculate the actual distribution of my returns?
Thank you in advance.
Kind Regards,
Emanuele Canegrati
_________________________________________________________________
News, entertainment and everything you care about at Live.com. Get it now!
http://www.live.com/getstarted.aspx
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
