Re: SO_RISK Models Toolbox

[Mben@xxxxxxx]

I'd like a copy.....please....

Thanks

Happy Holidays



{well, i wrote a TS Risk modeling toolbox with which 
one can play with 11 risk models: naive, sigma, risk metrics,
arch, arv stochastic, garch, kalman/jma, truerange EMA type models.
the parameter estimation is not included so you have to 
hand pick the parms ( guidelines are included ) otherwise all models are
there}