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
Summary - ARCH Models
Here you can find a summary of the ARCH models. Basically, in this document you can find everything that the prof. said in the class. It contains explanation of different types of volatility, the basic ARCH model, conditional variance, transformation of the model into ARMA model, volatility clustering, testing for ARCH effects, diagnostic of the model. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It ...
- Book & Paket-Deal
- Summary
- • 13 pages •
Here you can find a summary of the ARCH models. Basically, in this document you can find everything that the prof. said in the class. It contains explanation of different types of volatility, the basic ARCH model, conditional variance, transformation of the model into ARMA model, volatility clustering, testing for ARCH effects, diagnostic of the model. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It ...
ARMA Model – Stata Lab Session Notes
Here are the notes from the ARMA Model Lab session. The document includes all the steps with the explanation attached. There are 8 steps. 1 - Looking to the data, 2 - Looking at the autocorrelation plot, 3 - Estimate ARMA models, 4 - Construct residuals and check if there is autocorrelation, 5 - Construct the fit of the model with the test for homoscedasticity and the log of the VIX, 6 - Forecasting, 7 - Checking the forecast model with explanation of unbiasedness, accuracy, and efficiency, 8 -...
- Package deal
- Class notes
- • 20 pages •
Here are the notes from the ARMA Model Lab session. The document includes all the steps with the explanation attached. There are 8 steps. 1 - Looking to the data, 2 - Looking at the autocorrelation plot, 3 - Estimate ARMA models, 4 - Construct residuals and check if there is autocorrelation, 5 - Construct the fit of the model with the test for homoscedasticity and the log of the VIX, 6 - Forecasting, 7 - Checking the forecast model with explanation of unbiasedness, accuracy, and efficiency, 8 -...
Logit Model + Self-Study Question & Solutions + Multiple Choice Questions + Exam Questions
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. The self-study questions and the multiple questions with the solutions are from the end of the book. The exam questions are from the exams provided by the lecturer.
- Book & Paket-Deal
- Summary
- • 18 pages •
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. The self-study questions and the multiple questions with the solutions are from the end of the book. The exam questions are from the exams provided by the lecturer.
Logit Model
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. 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 wha...
- Book & Paket-Deal
- Summary
- • 6 pages •
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. 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 wha...
Self-Study Questions Chapter 12 with Solutions Chris Brooks - 3rd Edition
Here are the exercises from Chapter 12 together with the solutions.
- Book & Paket-Deal
- Answers
- • 5 pages •
Here are the exercises from Chapter 12 together with the solutions.
Self-Study Questions Chapter 3 & 4 with Solutions Chris Brooks - 3rd Edition
Here are the exercises from Chapter 3 and 4 together with their solutions.
- Book & Paket-Deal
- Answers
- • 10 pages •
Here are the exercises from Chapter 3 and 4 together with their solutions.
Classical Linear Regression Model
Summary of the 1st lecture, week 1. It includes explanations of the Dummy variables and interactions, visualisation of interaction effects, R-squared, Adjusted R-Square, Multicollinearity, interpretation of the entire Stata table, interpretation of the sign of the coefficients, p-values, t-values, and standard errors, Root MSE, and the F-test. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps al...
- Book & Paket-Deal
- Summary
- • 14 pages •
Summary of the 1st lecture, week 1. It includes explanations of the Dummy variables and interactions, visualisation of interaction effects, R-squared, Adjusted R-Square, Multicollinearity, interpretation of the entire Stata table, interpretation of the sign of the coefficients, p-values, t-values, and standard errors, Root MSE, and the F-test. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps al...
Summary Advanced Corporate Finance Revised
I took a 7 and I study just from this summary while the average was around 4.8. The summary contains actually all the slides from the class together with the comments from the teacher in the class. For each topic, I added the important parts from the papers that were discussed in the class. Some of the slides have no comments because they were not discussed in the class, however, it does not mean that they are not important. In addition, I added the week 6 with the equity conflict. Be aware tha...
- Summary
- • 236 pages •
I took a 7 and I study just from this summary while the average was around 4.8. The summary contains actually all the slides from the class together with the comments from the teacher in the class. For each topic, I added the important parts from the papers that were discussed in the class. Some of the slides have no comments because they were not discussed in the class, however, it does not mean that they are not important. In addition, I added the week 6 with the equity conflict. Be aware tha...
Extensive Summary - Costly Search and Mutual Fund Flows Erik R. Sirri and Peter Tufano
This is an extensive summary. In this summary you can find a sentence or two about each graph and figure based on the authors conclusion. I took just what was important to know about the article. Section II is not considered.
- Package deal
- Summary
- • 10 pages •
This is an extensive summary. In this summary you can find a sentence or two about each graph and figure based on the authors conclusion. I took just what was important to know about the article. Section II is not considered.
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