Microsoft Excel add-in with quantitative finance functions for capital markets - PCA (Principal Component Analysis), ICA (Independent Component Analysis), ARCH - GARCH - EGARCH - IGARCH - TGARCH (including Best Fit), EWMA (including Best Decay), C-Spline interpolation, MLR (Multiple Linear Regression), Skewness, and Kurtosis. Version 1.0.5 has new best fit for ARCh models with information criterion, including Akaike, corrected Akaike and Bayesian Schwarz.
LicenseFree to try
File Size3.6 MB
Operating System Windows Windows Me Windows 98 Windows 2000 Windows NT Windows 95 Windows XP
System RequirementsWindows 95/98/Me/NT/2000/XP