friends i need some financial data suitable to construct a time series econometric model. i have a liability

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md.rome

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Dec 10, 2005, 1:18:04 PM12/10/05

to econometrics

as i said in the topic i have to construct a model in a very short time
but i have still no idea on which topic to study and also i cant choose
topic because of data availability. does someone have something that i
could be interested in?

Ekrem Kilic

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Dec 10, 2005, 3:59:49 PM12/10/05

to econom...@googlegroups.com

There are many financial series which are available in the internet. Here
you can find S&P500; http://finance.yahoo.com/q/hp?s=%5EGSPC

If you want to start financial econometrics, you can start with estimating
volatility of several stocks, or Beta's of stocks.