Feb 5 2004 : Read data into SPlus :  ReadData.ssc

There are also two data sets of Bank of Montreal stock data used in this example 

Excel format :  S/bmo-2.xls

Ascii (text ) format : S/BMONT.dat


S Script files for some of the lectures :

Startup file to re attach the working directory without gong through the menu steps (you should change the directory to your machine directory if you wish to use this) : Startupscript.ssc

First Finmetrics time series lecture :  Week1-2004.ssc

Second computing lecture : S/Week1-2004.ssc

Second week : S/S-Lect2.ssc

GARCH scripts for fitting models




Multivariate GARCH : MultGarch1.ssc and MultGarch1A.ssc