Abstract

Some sample code is given and described. The data sets and programs can be downloaded from the Palgrave Macmillan web page http://www.palgrave.com/economics/Clements/index.asp. The Gauss code given below is for illustrative purposes. It is not meant to illustrate good programming technique, or to be especially general. It is hoped that the sample code might encourage the reader to experiment, and some suggestions are given which may be taken up as simple exercises.

Keywords

Volatility 

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Copyright information

© Michael P. Clements 2005

Authors and Affiliations

  • Michael P. Clements
    • 1
  1. 1.University of WarwickUK

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