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st: montecarlo simulations with actual distributions


From   emanuele canegrati <emanuele.canegrati@hotmail.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: montecarlo simulations with actual distributions
Date   Wed, 2 Jul 2008 12:30:22 +0200

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

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