Date:         Wed, 6 Jul 2005 12:55:31 -0400
Reply-To:     Susie Li <Susie.Li@TVGUIDE.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Susie Li <Susie.Li@TVGUIDE.COM>
Subject:      Re: SAS for financial modeling
Comments: cc: Wensui Liu <liuwensui@gmail.com>
Content-Type: text/plain

Thank you for your comment.

But I'm thinking more in terms of the solution set for financial research,
rather than the individual SAS procedures that make up the solution set.

For example, is it common to use SAS procedures to solve empirical problems
such as "testing the theory of capital asset pricing model" (for determining
the sock worth)?

If people in the financial service industry don't commonly use SAS for such
research, why?

Susie Li
TV Guide

-----Original Message-----
From: Wensui Liu [mailto:liuwensui@gmail.com]
Sent: Wednesday, July 06, 2005 11:37 AM
To: Susie Li
Cc: SAS-L@listserv.uga.edu
Subject: Re: SAS for financial modeling

Susie,

If you are talking about something like time series, you might take a
look at ETS module. There are couple of procs that can be used to do
financial modeling, such as proc autoreg for arch/garch.

HTH.

On 7/6/05, Susie Li <Susie.Li@tvguide.com> wrote:
> Hi all,
>
> Can anyone tell me how widely is SAS used in financial
economics/investment
> research and modeling?
>
> If not, why?
>
> Susie Li
> TV Guide
>


--
WenSui Liu, MS MA
Senior Decision Support Analyst
Division of Health Policy and Clinical Effectiveness
Cincinnati Children Hospital Medical Center