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Loading RiskMetrics (tm) Data to Mathematica
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| Organization: | Weber & Partner |
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0210-384
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1999-09-13
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RiskMetrics (trademark) datasets are provided daily by the RiskMetrics Group. They can be downloaded from http://www.riskmetrics.com/rm/cde/index.cgi or ftp://riskmetrics.com/pub/riskmetrics/datasets and stored as files. Choosing the first address you can select the datasets you need, whereas the second address provides only the complete datasets. However, the second address seems to be more stable for automatic downloads. The MathLink Add in riskmetrics.exe provides the functionality to filter the relevant datasets from the complete datasets which speeds up the loading by several orders. The notebook riskmetricsdocumentation.nb documents the functionality and shows how Mathematica can be used to work with the datasets. The MathLink Add in requires a windows operating system.
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RiskMetrics, finance, market, financial
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| riskmetrics.exe (141.4 KB) - MathLink Add in | | riskmetricsdocumentation.nb (45 KB) - Mathematica notebook |
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