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1. Splus Finmetrics Mgarch (1,1) mean equation (score: 1): Author: "Abhilash Sreekumar Nair" <abhilash@iitb.ac.in>; Date: Mon, 25 Jul 2005 19:52:02 +0530 (IST); Dear All, I am trying to model conditional Capital Asset pricing model following Giorgio DeSantis and Bruno Gerard (1997). I am using the mgarch function of SPlus Finmetrics. Now the Y (Rit)in my mod; /archives/html/s-news/2005-07/msg00132.html (7,814 bytes)
2. coefficients of cubic splines (score: 1): Author: "Abhilash Sreekumar Nair" <abhilash@iitb.ac.in>; Date: Sat, 27 Mar 2004 22:24:14 +0530 (IST); Dear All, I am using S-plus 6.0 for windows, I want to fit a natural cubic spline on a dataset. I have used the following command: fit.nif4<-lm(y ~ns(x,4)), (where 4 stands for the number of knots, p; /archives/html/s-news/2004-03/msg00229.html (9,106 bytes)
3. s-plus help (score: 1): Author: "Abhilash Sreekumar Nair" <abhilash@iitb.ac.in>; Date: Mon, 3 Nov 2003 10:15:54 +0530 (IST); Dear All, I am a begginer with S-Plus 6.0 (for windows), I intend to model a Financial Timeseries data as a Generalised Additive Model (GAM) Alternating Conditional Expectations (ACE). I defined the; /archives/html/s-news/2003-11/msg00002.html (7,117 bytes)
4. small query (score: 1): Author: "Abhilash Sreekumar Nair" <abhilash@iitb.ac.in>; Date: Mon, 22 Sep 2008 21:25:53 +0530 (IST); Dear all, I am trying to model the impact of derivatives trading on the volatility of the underlying. I am using S Plus 6.2 and Finmetrics 1.0.2. I am using the following code to do so: b= as.integer; /archives/html/s-news/2008-09/msg00026.html (7,881 bytes)

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