Research Materials: Software & Data

Statistical Software & Books:
A, B, C, D

Acorn Systems | Andrew Jeffrey's GMM Code |Alyuda Forecaster| Auerbach Grayson & Company Incorporated | Automatic Forecasting Systems by AUTOBOX | Berkeley Econometrics Labory Software Archive | Burns Statistics| Calibrex Intl. Corp.| Capital Access - FINCOM & eMAXX | CART | Dataplore | Decisioneering | Digital Portfolio Theory |
E, F, G
Econometric Forecasting (WEFA) | Efficient Method of Moments EMM from Duke | EQS | Estima/Rats | Event Studies |Finance Research Letters| Forecasting Principles | GATE Technologie Informatiche | Gauss | Theirry's Gauss Page | GQOPT |
I, J, K, L
Infoline (Spain) | Ironbark Financial Technology | KapSyn-Model | KWIKSTAT (WINKS) by TexaSoft | Lisp-Stat |
M, N, O, P
Mathpoint | Mathtools | mathStatica | MBA Ware | Minitab | Mizrach's forecasting and SNT code | Nag.com| Nova Statistical Software and Datasets | Olsen Data | Palisade | PC Give | Probability Web |
R, S
Real Options | Resampling Statistics | SAS | Semi-nonparametric estimation (SNP) | Shazam | Notes on S-Plus | SPSS | Share Filter |Stanford Dept. of Statistics | Stata | Statistica | Statistical Software and Data from Simtel | Statlib | Statware | Stephen Gray's Regime-Switching and Garch programs | Stochastic Modelling of Insurance Business (SMIB) | Susmel's Switching Model and Garch Programs |
T, U, V
TROLL software | Total Sum Inc. - Value at Risk browser | TSP | UCLA Dept. of Statistics | UC San Diego's ARCH Programs | Unistat | Venus United - FREE stock data files | VentureLine |

Math: CenterSpace Software | Gallery of Intreractive Geometry | Maple | Mathcad | Mathematica | Matlab | Matlab for Finance | Mlab | Numerical Analysis Resource Guide | Numerix | O Matrix | Ox | Visual Numerics

Other: Bankruptcy Data | Bob's Guide to Financial Technology | EMFocus | Event Study Resources & Bibliography offered by Don Cram | Excel to LaTeX Table Converter | Free Fortran Software | Gnuplot | ICM Online - Financial Markets and Practice Website | Institute for the Study of Security Markets (ISSM) | Investment FAQ | InvestorHome | Java Boutique | Javasoft Home Page | Kent's BibTex Files for Finance Journals | Lexis-Nexis | Netlib | Oodegard's C++ Financial Programs | PC Magazine downloads | Programmer's Oasis | SpeedResearch.com | Susmel's Gauss Programs for SWARCH, Hamilton Regime Switching and GARCH | Tech Hackers Inc | TeX Users Group | VBA Examples | Anthony's VBA Page (has many derivatives examples) |