Software
LaTeX Beamer Template
The corporate identitiy beamer template of the chair is available here. Please see the readme for further information.
LOBster - Limit Order Book System |
| LOBster is online data-generating tool. The name stands for Limit Order Book System - Thorough Efficient Reliable. LOBster generates limit order book data from order-flow messages recorded by stock exchanges (e.g. NASDAQ). Data preparation is one of the major obstacles hindering academic research in this area. Managing considerable amounts of data, understanding exchange-proprietary data specifications and implementing efficient reconstruction algorithm are serious undertakings. It is our hope that LOBster will allow researchers to skip this tedious task and focus on research questions. |
| For full access to the database visit www.lobsterdata.com |
JMulTi - Multiple Time Series Analysis with Java |
| JMulTi is a new interactive software for univariate and multiple time series analysis. It consists of several modules that provide a rich set of modern econometric methods, for example VAR, VEC, STR, and ARCH modelling. The software is under constant development, the maintainer is Markus Krätzig. |
| For more information and download, check: www.jmulti.com |
| Screenshots: VECM Estimation & VECM Impulse Response Analysis |
MulTi 1.0 (requires DOS) |
| MulTi 1.0 is a menu-driven GAUSS program for multiple time series analysis that was developed in the early 90s. It is not maintained anymore. But especially the VARMA modelling possibilities make this piece of software still interesting for certain applications. |
| MulTi |
| Software we use |
| Some other software |
| Some useful software links |
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