Empirical Finance

Vrije Universiteit Amsterdam (VU)

Hier vind je de beste samenvattingen om te slagen voor Empirical Finance. Er zijn o.a. samenvattingen, aantekeningen en oefenvragen beschikbaar.

Pagina 2 van de 30 resultaten

Sorteer op:

Handleiding

An explanation of Matlab tutorials
-

-

1

20

december 2017

2017/2018
The codes written during the matlab tutorial with a step by step explanation of what we are programming.
wandykalk
$7.19 Meer Info

Samenvatting

Summary - Unit Roots
-

-

1

13

december 2017

2017/2018
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 ...
claudiughiuzan
$4.19 Meer Info

Samenvatting

Summary - ARMA Basics
-

-

1

11

december 2017

2017/2018
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 ...
claudiughiuzan
$4.19 Meer Info

Samenvatting

Summary - AR(1), MA(1), ARMA(2,1) step by step
-

-

1

13

december 2017

2017/2018
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.
claudiughiuzan
$4.19 Meer Info

Samenvatting

Summary - Forecasting with GARCH, Value at Risk
-

-

-

12

december 2017

2017/2018
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...
claudiughiuzan
$4.19 Meer Info

Samenvatting

Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models
-

-

-

15

december 2017

2017/2018
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.
claudiughiuzan
$4.19 Meer Info

Samenvatting

Summary - ARCH Models
-

-

1

13

december 2017

2017/2018
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 ...
claudiughiuzan
$4.19 Meer Info

College aantekeningen

ARMA Model – Stata Lab Session Notes
-

-

-

20

november 2017

2017/2018
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 -...
claudiughiuzan
$7.19 Meer Info