Welcome to the home page for Statistics 498, the 2009 Summer Practicum in Statistics and Financial Risk! This page will be your main source of information about the Practicum.

Course Information

• Syllabus
• Project descriptions

Bookmarks

• Lecture slides
• The R project home page and an introductory tutorial
• SAS Institute and the SAS documentation page
• Some UCLA notes about SAS's Output delivery System (ODS)
• A New York Times story and blog posting about R.
• Example using SAS proc logistic
• Example using the freq statement with proc logistic
• Rating transition data and sample SAS code for reading it
• Notes on Value-at-Risk and other risk measures
• A New York Times story about housing prices
• A story in Fortune, mentioning that some housing bears expect the market to hit its bottom in 2013
• Tim Bollerslev's Glossary of ARCH models
• Various SAS programs, R scripts, and data files. Note: the data files may not be the most recent available.
• A SAS paper that describes estimating the degrees of freedom in a t-distribution.
• Publishing:
  • NCSU's Undergraduate Research Journal
  • Meredith College's page on Publishing Your Work
  • SIAM Undergraduate Research Online (SIURO)
  • The University of Maryland's list of Undergraduate Research Journals
• An article about the use of the Gaussian copula in finance.
• Bill Hahn's presentation on the NSF Graduate Fellowship Awards.
• Bill Hunt's presentation on the visit to EPA.