Software Details:
Version: 1.0.5
Upload Date: 23 Sep 15
Distribution Type: Shareware
Price: 50.00 $
Downloads: 12
Size: 3682 Kb
Microsoft Excel add-in with quantitative finance functions for capital markets - PCA (Principal Component Analysis), ICA (Independent Component Analysis), ARCH - GARCH - EGARCH - IGARCH - TGARCH (including Best Fit), EWMA (including Best Decay), C-Spline interpolation, MLR (Multiple Linear Regression), Skewness, and Kurtosis. Version 1.0.5 has new best fit for ARCh models with information criterion, including Akaike, corrected Akaike and Bayesian Schwarz.
Requirements:
Windows 95/98/Me/NT/2000/XP
Limitations:
90-day trial
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