Data Management
We have more than a decade of experience in data management, data cleaning, data merging, and data conversion.
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Stata Published Programs
Latest Projects
P31 – HAR RV (Realized) volatility and GARCH(1,1) comparison models | Stata
Volatility estimation models have been extensively studied, with significant findings reported in academic papers such as Engle's seminal work in 1982. However, these models struggle to explain the variation in realized volatility outside the sample, leading researchers to [...]
KMV – Merton Distance to Default Model through an iterative process in Stata
Our Stata | Mata code offers a comprehensive implementation of the Merton distance to default or Merton DD model, following the iterative process employed by renowned researchers such as Crosbie and Bohn (2003), Vassalou and Xing (2004), [...]
Implied cost of equity(ICC) with Claus and Thomas (2001) in Stata | Excel
IntroductionClause and Thomas (2001) estimate the equity premium from the discount rate that equates market valuations with prevailing expectations of future flows. Their model uses forecasted earnings and market share prices and solves for the implied cost [...]
Published Stata Programs
We have published the following programs on the SSC. These programs are already very popular as indicated by their monthly download statistics. To download these programs, just type ssc install program name, where program name can be replaced by the relevant. program name.
