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