Support materials for
Financial Econometrics Using Stata

You can download the datasets and do-files that were used in Financial Econometrics Using Stata from within Stata using the net command. At the Stata prompt, type

      . net from
      . net describe feus 
      . net install feus 
      . net get feus 

If you do not have an Internet connection from within Stata, you can download one of the following files: PKZIP format, 1.5 MB
feus.tar.Z Unix tar.Z format 2.1 MB

We suggest that you create a new directory and copy the materials there.