Quantitative Analysis with Gauss - Course Material

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Quant. Analysis with GAUSS (HSG, Nolte/Voev)

Quant. Analysis with GAUSS (HSG, Nolte/Voev)

Topics in Microeconometrics (PLEKHANOV)

Topics in Microeconometrics (PLEKHANOV)

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University of Konstanz

University of Konstanz

Quantitative Analysis with Gauss - Course Material Session 1 Session 1 Lecture Slides Gauss Light 8.0 GAUSS Software Package app_cml_2.0_DOS.zip Additional Routines (Constrained Maximum Likelihood) app_ml_5.0_DOS.zip Additional Routines (Maximum Likelihood) app_ts_4.0_DOS.zip Additional Routines (Time Series Analysis) Quick Start Manual User Guide Manual Language Reference Manual logreturns.gss Program dat-prices.zip Data txt-prices.zip Data Session 2 Session 2 Lecture Slides dat-returns.zip Data txt-returns.zip Data Session 3 Session 3 Lecture Slides Descriptive Analysis Program Portfolios Monthly Info Portfolios Monthly Data Portfolios Monthly Data Fama-French Factors Info Fama-French Factors Data Fama-French Factors Data OLS Output Program Session 4 Session 4 Lecture Slides CAPM Program Session 5 & 6 Session 5 & 6 Lecture Slides ARMA Processes Program Newey West HAC-VC Procedure Session 7 & 8 Session 7 & 8 Lecture Slides GARCH Processes Program Dow Jones Returns Data Session 9 Session 9 Lecture Slides Volatility Signature Plot Program IBM Tick by Tick Trades Data IBM Tick by Tick Quotes Data Session 10 Session 10 Lecture Slides Probit & Logit Program Affairs Dataset Data Session 11 & 12 Session 11 & 12 Lecture Slides Data GAUSS Datasets GAUSS GMM Toolbox GAUSS Procedures Asset Pricing Program Monte Carlo Simulation Program Take home Exams Take Home Exam 1 Take Home Exam 2 Additional Material Financial Econometrics Scriptum (University of Konstanz) Note: Several students from the Konstanz course have pointed out that one of the src files for GAUSS from our website does not work properly, namely the vmutlils.src. You should just copy it into your "...\Gauss8.0\src\" folder

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