Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: montecarlo simulations with actual distributions


From   emanuele canegrati <emanuele.canegrati@hotmail.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: montecarlo simulations with actual distributions
Date   Wed, 2 Jul 2008 13:50:45 +0200

Martin,





thank you very much indeed. Is there any minimum number of simulations to have reliable results?





Best





Emanuele


> From: martin.weiss@uni-tuebingen.de
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: montecarlo simulations with actual distributions
> Date: Wed, 2 Jul 2008 12:36:15 +0200
>
> - h simulate - is for you. Its example program syntax at the bottom gives
> you the clearest possible advice as to the implementation of MC in Stata.
>
> Martin Weiss
> _________________________________________________________________
>
> Diplom-Kaufmann Martin Weiss
> Mohlstrasse 36
> Room 415
> 72074 Tuebingen
> Germany
>
> Fon: 0049-7071-2978184
>
> Home: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1130
>
> Publications: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1131
>
> SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=669945
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of emanuele
> canegrati
> Sent: Wednesday, July 02, 2008 12:30 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: montecarlo simulations with actual distributions
>
>
> 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/
>
> *
> * 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/

_________________________________________________________________
Invite your mail contacts to join your friends list with Windows Live Spaces. It's easy!
http://spaces.live.com/spacesapi.aspx?wx_action=create&wx_url=/friends.aspx&mkt=en-us
*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index