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1. [S] Death of Watcom Fortran / C / C++ / Power++ (score: 1): Author: Clark Sims <clark.sims@worldnet.att.net>; Date: Fri, 09 Jul 1999 09:53:50 -0500; Sybase has decided to discontinue the sales of the Watcom compilers. If you want to use dyn.load, the watcom compiler is the only one that you can use. The sales will continue until August 31, 1999.; /archives/html/s-news/1999-07/msg00071.html (7,349 bytes)
2. [S] Summary of Replies: S+ vs Matlab (score: 1): Author: Clark Sims <clark.sims@worldnet.att.net>; Date: Thu, 03 Jun 1999 12:57:22 -0500; My original posting was: S+. Dr K.M. Briggs points out an excellent collection of user reviews at: http://www.informatik.uni-frankfurt.de/~stst/testanw.html#Matlab Unfortunately, S+ is not directly c; /archives/html/s-news/1999-06/msg00025.html (12,771 bytes)
3. RE: [S] Volatility Modeling (score: 1): Author: Clark Sims <clark.sims@worldnet.att.net>; Date: Wed, 05 May 1999 14:40:35 -0500; I asked for references on volatility modeling a few weeks ago. Here is a summary of the replies: on named Deric Hetzel <DHetzel@sprintmail.com> writes:>A great source for financial econometric modeli; /archives/html/s-news/1999-05/msg00033.html (10,454 bytes)
4. [S] Matlab vs S+ (score: 1): Author: Clark Sims <clark.sims@worldnet.att.net>; Date: Wed, 26 May 1999 11:16:41 -0500; This is slightly off subject, but not too far. I have been doing some calculations with extremely large data sets. I have heard that Matlab is better at handling large data sets than S+. I have sever; /archives/html/s-news/1999-05/msg00273.html (7,122 bytes)
5. Re: [S] sign mail to s-news, please (score: 1): Author: Clark Sims <clark.sims@worldnet.att.net>; Date: Wed, 07 Apr 1999 14:45:23 -0500; that a I have often replied outside the mail group because it is easier to just hit the reply button than it is to look up the address of s-news in my address book. It sounds silly, but I usually do; /archives/html/s-news/1999-04/msg00044.html (10,632 bytes)
6. [S] Volatility Modeling (score: 1): Author: Clark Sims <clark.sims@worldnet.att.net>; Date: Thu, 15 Apr 1999 13:19:55 -0500; I am working on a project where I start with daily stock returns of a large portfolio. From these returns I need to predict the covariance of future returns. I have heard that GARCH models would be g; /archives/html/s-news/1999-04/msg00144.html (7,102 bytes)

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