Software

FEDRA software projects:

  • FIGARCH(1,d,1) - FIGARCH(1,d,1) estimation and forecasting
  • DatePatcher - financial time-series patcher
  • phpbiblio - bibliography manager
  • RETINA - implementation of the RETINA algorithm (Perez-Amaral, Gallo and White (2004))

FIGARCH(1,d,1)

FIGARCH.exe is an executable command-line operated program written in C that estimates and forecasts a FIGARCH (1, d, 1) model with a simple constant term in the mean equation.

software documentation

DatePatcher

DatePatcher is a software utility that can be used to patch missing data from historical time series downloaded from the internet from finance.yahoo.com.
DatePatcher is freeware.

software documentation

phpbiblio

phpbiblio is a php based application for bibliographies management via a web interface. The aim of this project is to provide researchers with a flexible tool for organising their bibliographies and sharing information with other researchers. Some of the features currently supported by phpbiblio are: construction of bibliography trees, storage of electronic version of the bibliography items, automatic generation of BibTeX files, search engine.

The project is currently hosted on sourceforge.net

RETINA

The aim of the RETINA project is to provide an efficient implementation of the RETINA algorithm (Perez-Amaral, Gallo and White (2004)) for a range of different platforms.

Stand alone binaries are available for both linux and windows on request.