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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 <>
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 [] Sent: Wednesday, July 06, 2005 11:37 AM To: Susie Li Cc: Subject: Re: SAS for financial modeling


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.


On 7/6/05, Susie Li <> 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

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