Empirical Finance

 

If you have trouble using SAS, this page might help. Below you will find sas programs written in SAS-ILM for 6 exercises covering some financial topics.

These programs have been created by Morten, Henrik and Torben.

CAPM - Exercise 1

CAPM and APT - Exercise 2 part 1

CAPM and APT - Exercise 2 part 2

CAPM and APT - Exercise 2 part 3

Bonds - Exercise 3 part 1

Bonds - Exercise 3 part 2

Event-study - Exercise 4 part 1

Event-study - Exercise 4 part 2

Options - Exercise 5

ARCH and GARCH - Exercise 6

 

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