Claudiughiuzan
On this page, you find all documents, package deals, and flashcards offered by seller claudiughiuzan.
- 35
- 0
- 5
Community
- Followers
- Following
52 Reviews received
41 items
Thesis - Complete Latex code - Forecasting Bitcoin Volatility Using Investor Mood
Here is the Latex/Overleaf code pdf of my thesis. Topic: Forecasting Bitcoin Volatility Using Investor Mood; Supervisor: Anne Opschoor
- Thesis
- • 0 pages •
Here is the Latex/Overleaf code pdf of my thesis. Topic: Forecasting Bitcoin Volatility Using Investor Mood; Supervisor: Anne Opschoor
Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session
Here is a bundle of the Empirical Finance Summaries. Good luck for the exam! Is not going to be easy! For questions please leave a message.
- Package deal
- • 13 items •
- Classical Linear Regression Model • Summary
- Self-Study Questions Chapter 3 & 4 with Solutions Chris Brooks - 3rd Edition • Answers
- Logit Model • Summary
- Self-Study Questions Chapter 12 with Solutions Chris Brooks - 3rd Edition • Answers
- Logit Model + Self-Study Question & Solutions + Multiple Choice Questions + Exam Questions • Summary
- And more ….
Here is a bundle of the Empirical Finance Summaries. Good luck for the exam! Is not going to be easy! For questions please leave a message.
2017 - 2018 Summary - Financial Markets and Institutions (Lectures, Articles, Answers to Key Topics)
This summary contains the answers to all the key topics from the slides and in addition it provides a short to the point summary of the articles discussed in the class. The answers to the key topics are coming directly from the teacher as we recorded all the lectures. If you need the recordings of the lectures please write a comment below. If you buy this summary I will share them with you for free.
- Summary
- • 75 pages •
This summary contains the answers to all the key topics from the slides and in addition it provides a short to the point summary of the articles discussed in the class. The answers to the key topics are coming directly from the teacher as we recorded all the lectures. If you need the recordings of the lectures please write a comment below. If you buy this summary I will share them with you for free.
Summary - Panel Data
This summary provides a good explanation of the panel data. It goes into explaining the meaning of panel data, how to deal with panel data regressions, pooled regressions with examples from the class, fixed effects, time and firm fixed effects and random effects model. It explains the within and between estimator, the interpretation of the models, the Hausman test together with the interpretation of the stata table, some exam questions, and at the end it goes into the clustered standard errors....
- Book & Paket-Deal
- Summary
- • 15 pages •
This summary provides a good explanation of the panel data. It goes into explaining the meaning of panel data, how to deal with panel data regressions, pooled regressions with examples from the class, fixed effects, time and firm fixed effects and random effects model. It explains the within and between estimator, the interpretation of the models, the Hausman test together with the interpretation of the stata table, some exam questions, and at the end it goes into the clustered standard errors....
Summary - Unit Roots
This summary provides the basis for unit roots. It contains an explanation of the unit root issues, transitory effects, permanent effect, random walk model (with drift), trend stationary process, how to solve the issues, de-trending, how to formally test for non-stationarity, Dikey-Fuller test, Augmented Dikey Fuller Test, and a real life example with step by step interpretation of the results table. This summary helps you go through material without watching again the lengthy web-lectures. I ...
- Book & Paket-Deal
- Summary
- • 13 pages •
This summary provides the basis for unit roots. It contains an explanation of the unit root issues, transitory effects, permanent effect, random walk model (with drift), trend stationary process, how to solve the issues, de-trending, how to formally test for non-stationarity, Dikey-Fuller test, Augmented Dikey Fuller Test, and a real life example with step by step interpretation of the results table. This summary helps you go through material without watching again the lengthy web-lectures. I ...
Summary Empirical Finance - Part II - Time Series
Here are a couple of summaries from the second part of the empirical finance course. It contains a summary of the lectures with explanations and comments from the teacher in the class. This summaries helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said.
- Package deal
- • 7 items •
- ARMA Model – Stata Lab Session Notes • Class notes
- Summary - ARCH Models • Summary
- Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models • Summary
- Summary - Forecasting with GARCH, Value at Risk • Summary
- Summary - AR(1), MA(1), ARMA(2,1) step by step • Summary
- And more ….
Here are a couple of summaries from the second part of the empirical finance course. It contains a summary of the lectures with explanations and comments from the teacher in the class. This summaries helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said.
Summary - AR(1), MA(1), ARMA(2,1) step by step
Here is the summary from the models AR(1), MA(1), ARMA(2,1) step by step, explained with colours. If something is not understandable, please write it in the comments below. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
- Book & Paket-Deal
- Summary
- • 13 pages •
Here is the summary from the models AR(1), MA(1), ARMA(2,1) step by step, explained with colours. If something is not understandable, please write it in the comments below. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
Summary - Forecasting with GARCH, Value at Risk
This is the summary of forecasting with GARCH and Value at Risk. The summary contains an explaination of the derivation of the GARCH model, evaluation of volatility forecast, value at risk, testing the VaR, how to judge if the VaR is correct, an example of the model, and the criticism. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can fin...
- Book & Paket-Deal
- Summary
- • 12 pages •
This is the summary of forecasting with GARCH and Value at Risk. The summary contains an explaination of the derivation of the GARCH model, evaluation of volatility forecast, value at risk, testing the VaR, how to judge if the VaR is correct, an example of the model, and the criticism. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can fin...
Summary - ARMA Basics
This summary provides the basis for the ARMA models. It contains an explanation of the autocorrelation, White Noise, Partial Autocorrelation, Moving Average Model, Stationarity of the time series, weakly stationary, covariance stationary, model selection criteria, and how to interpret the graphs. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because ...
- Book & Paket-Deal
- Summary
- • 11 pages •
This summary provides the basis for the ARMA models. It contains an explanation of the autocorrelation, White Noise, Partial Autocorrelation, Moving Average Model, Stationarity of the time series, weakly stationary, covariance stationary, model selection criteria, and how to interpret the graphs. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because ...
Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models
Here is a summary of the above models. The explanation is taken from the class. This summary contains everything what we talked about in terms of interpretation, estimation, and diagnostic checks. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
- Book & Paket-Deal
- Summary
- • 15 pages •
Here is a summary of the above models. The explanation is taken from the class. This summary contains everything what we talked about in terms of interpretation, estimation, and diagnostic checks. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
Short Summary - Conditional Skewness in Asset Pricing Tests CAMPBELL R. HARVEY and AKHTAR SIDDIQ JUNE 2000
Self-Study Questions Chapter 3 & 4 with Solutions Chris Brooks - 3rd Edition
Self-Study Questions Chapter 3 & 4 with Solutions Chris Brooks - 3rd Edition
Self-Study Questions Chapter 3 & 4 with Solutions Chris Brooks - 3rd Edition
Logit Model + Self-Study Question & Solutions + Multiple Choice Questions + Exam Questions