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Quantitative Econometric Functions
Excel Quantitative Econometric Functions for Technical Analysis |
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Home > Excel Business Solutions > Financial Markets > Technical Analysis > Quantitative Econometric Functions |
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| Quantitative Econometric Functions | Rate this solution: (3/5 from 2 votes) | Download Buy Now |
 | | Quantitative Econometric Functions for Excel is an Excel add-in for quantitative financial analysis applied to markets.
Quantitative Econometric Functions for Excel implements quantitative Statistics and Econometric functions for application to capital markets.
Usage: Quantitative Finance
Key features of the Quantitative Econometric Functions for Excel include:
- Histogram - Command for histogram, statistics and data chart.
- Skewness - Function for sample and population, Pearson coefficient.
- Excess of Kurtosis - Function for sample and population.
- Exponential interpolation and extrapolation for yield curve.
- Function for interest rate interpolation (base 252).
- Cubic Spline – Interpolation for Yield Curves.
- Function for interest rate interpolation (base 252).
- Comparative chart for Cubic Spline X Exponential Interpolation.
- PCA – Principal Component Analysis and PCA Generation.
- ICA – Independent Component Analysis and ICA Generation.
- Multiple Linear Regression - Durbin Watson and co-linearity.
- EWV (EWMA) – Exponentially Weighting Volatility with Best decay calculation.
- ARCH - GARCH - IGARCH - EGARCH - GJR (TGARCH) Commands with best fit determination.
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| Download Quantitative Econometric Functions Reference |
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| For iTunes & iOS Device |
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| Add Economic Data to Excel Reports and Dashboards |
| See How Here |
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