Risk Management and Financial Institutions

Data

To download data that is needed for end-of-chapter questions and used in examples, click on the appropriate link

Exchange rate and stock index data for EWMA further question (5.20 in first edition and 9.20 in second edition)

Yen Data Used in GARCH Example in Risk Management and Financial Institutions 1^st and 2^nd editions

NASDAQ data for the 1500 days preceding March 10, 2006 (used in Risk Management and Financial Institutions 1^st and 2^nd editions)

FTSE data for 1000 days ending Feb 10, 2006 (used in Risk Management and Financial Institiutions 1^st and 2^nd editions)