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Papers received as of Mon Nov  1 00:02:21 CST 2004.
(To retrieve abstracts without full papers, use e.g.    get 0411001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-prog/0411001
From: kfaciane@xgerg.org
Date: Tue, 2 Nov 2004 08:37:49 -0600   ( 0kb + 48kb )

Title: Futures American Put Option Valuation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance; futures options; put options; American options; American put
options; option pricing; option valuation; futures American options;
futures American put options
JEL: A, C8, C87, C88, G, G0, G00, Computer Programs, Software
EWPA-references:
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Paper: ewp-prog/0411002
From: kfaciane@xgerg.org
Date: Tue, 2 Nov 2004 17:07:22 -0600   ( 0kb + 47kb )

Title: Futures European Call Option Valuation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance; European options; future options; call options; European call
options; future call options; future European call options; option
valuation; option pricing
JEL: A, C8, C87, C88, G, G0, G00, Computer Programs, Software
EWPA-references:
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Paper: ewp-prog/0411003
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 12:07:27 -0600   ( 0kb + 46kb )

Title: Loop Regression
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; looping regressions;
regression
JEL: A, C8, C800, C87, C88, C870, C880, C890, G, G0, G00, Computer
Programs, Software
EWPA-references:
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Paper: ewp-prog/0411004
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 12:09:56 -0600   ( 0kb + 50kb )

Title: Nonlinear Interpolation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; nonlinear interpolation
JEL: A, C8, C800, C87, C88, C870, C880, C890, G, G0, G00, Computer
Programs, Software
EWPA-references:
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Paper: ewp-prog/0411005
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 12:12:02 -0600   ( 0kb + 54kb )

Title: Options with Regression Equations
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; regression equations;
regression; choice; calculation
JEL: A, C8, C800, C87, C88, C870, C880, C890, G, G0, G00, Computer
Programs, Software
EWPA-references:
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Paper: ewp-prog/0411006
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 12:14:14 -0600   ( 0kb + 46kb )

Title: Performing Logistic Regressions
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; logistic regressions; user-
interface
JEL: A, C8, C800, C87, C88, C870, C880, C890, G, G0, G00, Computer
Programs, Software
EWPA-references:
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Paper: ewp-prog/0411007
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 12:16:20 -0600   ( 0kb + 75kb )

Title: Piecewise Polynomial Regressions and Knots
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; splines; knots; piecewise
polynomial regression
JEL: A, C8, C800, C87, C88, C870, C880, C890, G, G0, G00, Computer
Programs, Software
EWPA-references:
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Paper: ewp-prog/0411008
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 14:00:26 -0600   ( 0kb + 52kb )

Title: Automating Repeated Analysis of Variance (ANOVA) Measures
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; Analysis of Variance; ANOVA
JEL: A, C8, C87, C88, C80, C89, G, G0, G00, Computer Programs, Software
EWPA-references:
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Paper: ewp-prog/0411009
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 14:02:40 -0600   ( 0kb + 48kb )

Title: Correlation Matrix for Regression Analysis
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; matrix; matrices; correlation
matrix; regression analysis
JEL: A, C8, C87, C88, C80, C89, G, G0, G00, Computer Programs, Software
EWPA-references:
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Paper: ewp-prog/0411010
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 14:08:48 -0600   ( 0kb + 48kb )

Title: P-Values and the Conditional Test
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; p-values; conditional test
JEL: A, C8, C87, C88, C80, C89, G, G0, G00, Computer Programs, Software
EWPA-references:
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Paper: ewp-prog/0411011
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 14:10:59 -0600   ( 0kb + 49kb )

Title: P-Values and the Likelihood Ratio Test
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; p-values; likelihood ratio
test
JEL: A, C8, C87, C88, C80, C89, G, G0, G00, Computer Programs, Software
EWPA-references:
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Paper: ewp-prog/0411012
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 14:12:59 -0600   ( 0kb + 56kb )

Title: Ridge Regression
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; Ridge regression
JEL: A, C8, C87, C88, C80, C89, G, G0, G00, Computer Programs, Software
EWPA-references:
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Paper: ewp-prog/0411013
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 14:14:57 -0600   ( 0kb + 51kb )

Title: Selective Withholding of Empirical Cases
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; selective withholding
JEL: A, C8, C87, C88, C80, C89, G, G0, G00, Computer Programs, Software
EWPA-references:
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Paper: ewp-prog/0411014
From: kfaciane@xgerg.org
Date: Wed, 3 Nov 2004 14:20:34 -0600   ( 0kb + 50kb )

Title: Hourly Format for Dummy Variables
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS; dummy variables; hour format
JEL: A, C8, C87, C88, C80, C89, G, G0, G00, Computer Programs, Software
EWPA-references:
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Paper: ewp-prog/0411015
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:07:40 -0600   ( 0kb + 56kb )

Title: –2 Log Probability Seasonal Autoregressive Moving Action Model
Calculation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C8, C87, C88, C80, C89, G,
G0, G00
EWPA-references:
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Paper: ewp-prog/0411016
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:11:06 -0600   ( 0kb + 49kb )

Title: Moving Action (q) Coefficients Estimation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C8, C87, C88, C80, C89, G,
G0, G00
EWPA-references:
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Paper: ewp-prog/0411017
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:13:11 -0600   ( 0kb + 50kb )

Title: Covariance Matrix with an ASCII File
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C8, C87, C88, C80, C89, G,
G0, G00
EWPA-references:
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Paper: ewp-prog/0411018
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:17:23 -0600   ( 0kb + 49kb )

Title: Arithmetic and Geometric Average Payoff Simulation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00
EWPA-references:
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Paper: ewp-prog/0411019
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:19:30 -0600   ( 0kb + 48kb )

Title: ASCII Files and Reading Matrix Data
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00
EWPA-references:
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Paper: ewp-prog/0411020
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:21:34 -0600   ( 0kb + 52kb )

Title: Asymptotic Covariance Matrix Computation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00
EWPA-references:
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Paper: ewp-prog/0411021
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:25:07 -0600   ( 0kb + 49kb )

Title: Autoregressive Coefficient Determination from Partial
Autocorrelations
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00
EWPA-references:
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Paper: ewp-prog/0411022
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:28:29 -0600   ( 0kb + 49kb )

Title: Autoregressive Model Estimation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00
EWPA-references:
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Paper: ewp-prog/0411023
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:30:54 -0600   ( 0kb + 56kb )

Title: Autoregressive Moving Action Process Model Estimation with a DRH
Process
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00
EWPA-references:
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Paper: ewp-prog/0411024
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:32:44 -0600   ( 0kb + 48kb )

Title: Bandpass Filtering
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00
EWPA-references:
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Paper: ewp-prog/0411025
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:36:11 -0600   ( 0kb + 60kb )

Title: Binomially Distributed Integers
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411026
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:40:02 -0600   ( 0kb + 51kb )

Title: Bivariate Series Indirect Spectral Estimation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411027
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:41:50 -0600   ( 0kb + 52kb )

Title: Box-Pierce-Lijung Test Statistic and P-Values Computation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411028
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:44:02 -0600   ( 0kb + 49kb )

Title: Coefficients of Moving Action Representation of an Autoregressive
Moving Action Process
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411029
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:45:52 -0600   ( 0kb + 48kb )

Title: Cosinus-Taper Modification
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411030
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:47:21 -0600   ( 0kb + 46kb )

Title: Creating Matrices
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411031
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:48:58 -0600   ( 0kb + 50kb )

Title: Crossvariance Function of Two Time Series
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411032
From: kfaciane@xgerg.org
Date: Tue, 16 Nov 2004 14:55:38 -0600   ( 0kb + 47kb )

Title: Double Integers and Uniformly Distributed Random Numbers
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411033
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:30:12 -0600   ( 0kb + 61kb )

Title: Exponentially Distributing Random Numbers
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411034
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:32:53 -0600   ( 0kb + 50kb )

Title: Function for Uniformly Distributing Random Numbers Utilizing the
Linear Congruential Method
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411035
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:36:33 -0600   ( 0kb + 55kb )

Title: Analysis of Variance Table Reproduction
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411036
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:39:08 -0600   ( 0kb + 55kb )

Title: One-Way Analysis of Variance Table Reproduction with Means and
Degrees of Freedom for the Numerator and Denominator
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411037
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:41:14 -0600   ( 0kb + 54kb )

Title: One-Way Analysis of Variance Table Reproduction with Means and
Standard Deviations
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411038
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:43:32 -0600   ( 0kb + 55kb )

Title: Utilizing Only Means, Variables, and Errors for One-Way Analysis
of Variance Table Reproduction
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411039
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:46:04 -0600   ( 0kb + 55kb )

Title: Utilizing Variances and Means for One-Way Analysis of Variance
Table Reproduction
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411040
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:48:16 -0600   ( 0kb + 57kb )

Title: Asymptotic CI Calculation Exclusive T-Test with Means, Standard
Deviations, and Variables
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411041
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:50:04 -0600   ( 0kb + 50kb )

Title: Cohen's D Calculation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411042
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:52:03 -0600   ( 0kb + 48kb )

Title: Exclusive T-Test with Means, Standard Deviations, and Variables
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411043
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:53:55 -0600   ( 0kb + 54kb )

Title: Fitting an Autoregressive Model with Yule-Walker Equations
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411044
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 16:56:18 -0600   ( 0kb + 49kb )

Title: Futures Black Scholes European Put Option Valuation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411045
From: kfaciane@xgerg.org
Date: Wed, 17 Nov 2004 20:47:05 -0600   ( 0kb + 75kb )

Title: Sample Test of Black Scholes European Call Valuation
Author: Kirby Adam J.R. Faciane
Contact: kfaciane@xgerg.org
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411046
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 11:15:06 -0600   ( 0kb + 52kb )

Title: Aggregate Coefficient Determination with Levinson-Durbin
Recursion
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411047
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 11:17:05 -0600   ( 0kb + 47kb )

Title: Alternative Formula Testing
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411048
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 11:20:31 -0600   ( 0kb + 58kb )

Title: Autocorrelated Errors Regression with Approximate Maximum
Likelihood
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411049
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 11:22:25 -0600   ( 0kb + 47kb )

Title: Autocovariance
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411050
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:19:24 -0600   ( 0kb + 49kb )

Title: Autocovariance Function from Periodogram
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411051
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:21:45 -0600   ( 0kb + 51kb )

Title: Autoregressive Spectral Estimation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411052
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:24:35 -0600   ( 0kb + 49kb )

Title: Bartlett's Lag Window
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411053
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:26:47 -0600   ( 0kb + 47kb )

Title: Black Scholes Simulation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411054
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:28:38 -0600   ( 0kb + 47kb )

Title: Bond Algorithms
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411055
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:30:43 -0600   ( 0kb + 49kb )

Title: Box-Cox Transformation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411056
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:32:45 -0600   ( 0kb + 50kb )

Title: Burg's Algorithm and Determining Partial Autocorrelations
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411057
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:35:13 -0600   ( 0kb + 47kb )

Title: Cash Flow Simulation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411058
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:37:08 -0600   ( 0kb + 48kb )

Title: Cash Flow Minimum and Maximum
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411059
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:38:55 -0600   ( 0kb + 52kb )

Title: Computing Coefficients of Moving Average Representation of an
ARMA Process for Lags 1 to M
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411060
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:41:18 -0600   ( 0kb + 52kb )

Title: Computing the Norms of the Roots of 1 - a[1]*z -..- a[p]*z^p = 0
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411061
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:43:15 -0600   ( 0kb + 47kb )

Title: Cosine-Taper Modification
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411062
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:45:13 -0600   ( 0kb + 47kb )

Title: Currency Options Pricing Simulation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance; stochastic partial differential equations; options; call
options; option valuation; option pricing
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411063
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:47:06 -0600   ( 0kb + 51kb )

Title: Direct Spectral Estimation of a Series Utilizing a Periodogram
Window
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411064
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:49:09 -0600   ( 0kb + 51kb )

Title: Direct Spectral Estimation with Bartlett's Window
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411065
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:51:06 -0600   ( 0kb + 51kb )

Title: Direct Spectral Estimation with Parzen's Window
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411066
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:52:53 -0600   ( 0kb + 53kb )

Title: Direct Spectral Estimation with Tukey's Window Acting as a
Periodogram Window
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411067
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:54:57 -0600   ( 0kb + 46kb )

Title: Term Structure Discount Factor Estimation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411068
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:56:24 -0600   ( 0kb + 47kb )

Title: European Call Option Pricing Test
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance; stochastic partial differential equations; options; call
options; option valuation; option pricing
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411069
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:58:18 -0600   ( 0kb + 47kb )

Title: Exotic Option Lookbacks
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance; stochastic partial differential equations; options; call
options; option valuation; option pricing
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411070
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 13:59:59 -0600   ( 0kb + 49kb )

Title: Exponential Smoothing
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411071
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 17:30:27 -0600   ( 0kb + 51kb )

Title: Exponential Smoothing of a Linear Trend Model
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411072
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 17:32:24 -0600   ( 0kb + 48kb )

Title: Finite Differences Between Options
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance; stochastic partial differential equations; options; call
options; option valuation; option pricing
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411073
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 17:34:12 -0600   ( 0kb + 48kb )

Title: Fourier Coefficients of a Time Series
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411074
From: kadam@uolmail.com.mx
Date: Tue, 23 Nov 2004 17:35:56 -0600   ( 0kb + 45kb )

Title: Futures Valuation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance; futures; futures pricing
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411075
From: kadam@uolmail.com.mx
Date: Sat, 27 Nov 2004 22:44:55 -0600   ( 0kb + 51kb )

Title: Exponential Smoothing of a Linear Trend Model
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; GAUSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411076
From: kadam@uolmail.com.mx
Date: Sat, 27 Nov 2004 22:49:39 -0600   ( 0kb + 47kb )

Title: Gamma Variates
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411077
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:44:06 -0600   ( 0kb + 71kb )

Title: A Three Dimensional Box Plot Graph with Additional User Features
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411078
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:46:06 -0600   ( 0kb + 52kb )

Title: A Calendar Creation Program for Options Trading
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411079
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:47:55 -0600   ( 0kb + 75kb )

Title: A Two Dimensional XY-Type Graph with Additional User Features
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411080
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:49:53 -0600   ( 0kb + 71kb )

Title: A Two Dimensional Box Plot Graph with Additional User Features
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411081
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:51:34 -0600   ( 0kb + 46kb )

Title: Annual Returns Conversion
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411082
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:53:19 -0600   ( 0kb + 50kb )

Title: Bid-Ask Spread Adjustment from Decimals to Fractions
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411083
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:54:55 -0600   ( 0kb + 60kb )

Title: Bivariate Cubic Interpolation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411084
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:56:16 -0600   ( 0kb + 47kb )

Title: Bivariate Linear Interpolation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411085
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:57:45 -0600   ( 0kb + 49kb )

Title: Bivariate Padding
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411086
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 00:59:38 -0600   ( 0kb + 57kb )

Title: Bond Analysis Setup: Calculating Accrued Interest, Time to Cash
Flow, and Cash Flow Matrix
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411087
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:07:46 -0600   ( 0kb + 61kb )

Title: Bootstraping Terminal Stock Price Distribution
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411088
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:09:15 -0600   ( 0kb + 46kb )

Title: Bounding Parameters
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411089
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:11:11 -0600   ( 0kb + 49kb )

Title: Calculate Minutes Elapsed Between Two Time Vectors
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411090
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:12:49 -0600   ( 0kb + 52kb )

Title: Calculating a Vector of Yield of Maturities for Bonds
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL:
EWPA-references:
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Paper: ewp-prog/0411091
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:14:34 -0600   ( 0kb + 54kb )

Title: Calculating Bond Price from the Bond's Yield to Maturity
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411092
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:16:29 -0600   ( 0kb + 54kb )

Title: Calculating Trading and Calendar Days Until an Option Expiration
Date
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411093
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:17:52 -0600   ( 0kb + 48kb )

Title: Graphing the Surface of a Cartesian Grid of Target Points
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411094
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:19:29 -0600   ( 0kb + 48kb )

Title: Cartesian Grid Pairs from Two Vectors
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411095
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:21:14 -0600   ( 0kb + 49kb )

Title: Cartesian Grid Pairs from Limits of a Bivariate Data Matrix
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411096
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:23:06 -0600   ( 0kb + 67kb )

Title: Cleaning United States Treasury Data from the Wall Street Journal
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
PERL script
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411097
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:24:44 -0600   ( 0kb + 59kb )

Title: Cleaning United States Treasury Data from the Street Pricing
Service
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
PERL script
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411098
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:27:29 -0600   ( 0kb + 50kb )

Title: Continuously Compounded Yield to Maturities Vector
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411099
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:29:32 -0600   ( 0kb + 46kb )

Title: Day Determination from Reverse American Date Format
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411100
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:34:48 -0600   ( 0kb + 51kb )

Title: Decoding Options Based on Expiration Letter and Strike Codes
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411101
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:36:29 -0600   ( 0kb + 56kb )

Title: Drawing Parameters with Shape of 1 x K Vector Alpha
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411102
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:38:10 -0600   ( 0kb + 52kb )

Title: Random Gamma Variate Matrix
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411103
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:39:40 -0600   ( 0kb + 54kb )

Title: Edgeworth Expansion Parameters
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411104
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:41:24 -0600   ( 0kb + 49kb )

Title: Estimating the First Derivative via a Simple Difference Method
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411105
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:42:49 -0600   ( 0kb + 55kb )

Title: Estimating Univariate Density
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411106
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:44:33 -0600   ( 0kb + 53kb )

Title: European Option and Black Scholes Value Determination via Implied
Volatilities
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411107
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:46:01 -0600   ( 0kb + 49kb )

Title: Extracting a Unique Row Index
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411108
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:47:32 -0600   ( 0kb + 49kb )

Title: Extracting Calendar Day of the Month Number
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411109
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:53:25 -0600   ( 0kb + 49kb )

Title: Extracting Calendar Month Numbers
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411110
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:55:17 -0600   ( 0kb + 85kb )

Title: Extracting Futures and Options Data via Taking and Unzipping Data
from the Chicago Mercantile Exchange
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411111
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:58:10 -0600   ( 0kb + 45kb )

Title: File Appendation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411112
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 14:59:51 -0600   ( 0kb + 52kb )

Title: Finding Coupon Dates and Times for Each Coupon
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411113
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:02:01 -0600   ( 0kb + 63kb )

Title: Utilizing a Five Parameter Fit Based on a Mixture of 2 Log Normal
Distributions for Estimating State Price Densities
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411114
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:03:51 -0600   ( 0kb + 77kb )

Title: GAUSS Conversion
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
Matlab
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411115
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:05:17 -0600   ( 0kb + 82kb )

Title: GAUSS Conversion for Multiple Files
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411116
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:07:00 -0600   ( 0kb + 48kb )

Title: General Simulations of Option Pricing
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance; stochastic partial differential equations; options; call
options; option valuation; option pricing
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411117
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:15:07 -0600   ( 0kb + 52kb )

Title: Generalized Least Squares
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411118
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:17:13 -0600   ( 0kb + 60kb )

Title: Generating Average Parameter Values and Distributed Random
Numbers
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411119
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:18:46 -0600   ( 0kb + 47kb )

Title: Geometric Random Numbers
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
finance; programming; software; C; C++; derivatives; finance; corporate
finance
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411120
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:20:37 -0600   ( 0kb + 53kb )

Title: Glass' D Calculation: Standardized Mean Difference with Unequal
Variances
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411121
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:22:18 -0600   ( 0kb + 53kb )

Title: Autoregressive Model Robust Esimation with GM-Estimation
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411122
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:23:47 -0600   ( 0kb + 48kb )

Title: Grid Search of Multiple Parameters
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411123
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:31:32 -0600   ( 0kb + 48kb )

Title: Grid Search of One Parameter
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411124
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:33:06 -0600   ( 0kb + 53kb )

Title: Hedge's G Calculation: Unbiasted Estimation with Small Samples
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411125
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 15:34:35 -0600   ( 0kb + 50kb )

Title: Holt-Winters Exponential Smoothing
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411126
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 16:37:20 -0600   ( 0kb + 53kb )

Title: Homogeneity of Variance Critical Values
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational economics; computational
econometrics; programming; software; econometrics; finance; SPSS
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411127
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 16:39:03 -0600   ( 0kb + 53kb )

Title: Autocovariance Function Robust Estimation by Huberizing the Time
Series with Huber's Psi Function
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411128
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 16:40:41 -0600   ( 0kb + 56kb )

Title: Implied Interest Rates from Intraday European Option Quotes
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411129
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 16:42:19 -0600   ( 0kb + 61kb )

Title: Implied Volatilities of American Options Using a Newton-Raphson
Method
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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Paper: ewp-prog/0411130
From: kadam@uolmail.com.mx
Date: Mon, 29 Nov 2004 16:44:01 -0600   ( 0kb + 55kb )

Title: Implied Volatilities of a Set of European Options Using a Newton-
Raphson Method
Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane )
Contact: kadam@uolmail.com.mx
Comments: Type of Document - pdf
Keywords: computer programs; computational finance; computational
economics; computational econometrics; programming; software; software
components; syntax; financial modeling; econometrics; finance; GAUSS;
JEL: A, A0, A00, A1, A10, A19, A2, A20, A23, C0, C, C00, C1, C10, C19,
C8, C87, C88, C80, C89, G, G0, G00, G1, G10, G19
EWPA-references:
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