Readme - Advanced Programming in Quantitative...

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Sheet1 Page 1 Advanced Programming in Quantitative EconomicsIntroductionThis page contains the material for the course on Advanced Pr o The course is taught in the week of 17-21 August 2009, at the University of Aarhus, by Henning Bunzel and myself. The material for the course will be made available and/or updated for a large part during the week. Before that time, some of t h ExamThe exam for the course refers to a data file on IBM transactions, and to some extra help files. Please return your result s Note that the original version of the exam contained a typo in equation (4): The likelihood function should read L(y_i The original version missed a -. MaterialMaterial for the Programming course: File Explanation Program Program for the week Exercise elim, e0_elim.ox Initial exercise, to study before the course 1up, 4up Additional syntax slides ibm0908tick.csv IBM Tick data, September 2008 fxukjpdm.mat FX exchange rate data fxukjpdm.mat genrdur.fmt Some generated duration data (1000 rows with y, x1, x2)
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This note was uploaded on 05/28/2010 for the course ECONOMIC FM407 taught by Professor Kimcj during the Spring '04 term at 카이스트, 한국과학기술원.

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Readme - Advanced Programming in Quantitative...

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