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Samenvatting Empirical Methods in Finance (EMF)_Part 1

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Dit document bevat alle theoretische informatie vanuit de Powerpoint slides die worden besproken in de lessen. Het is geen 'normale' samenvatting, maar echt een overview van alle benodigde stof (incl. formules) met uitleg. Op deze manier is de stof gebundeld en zijn eventuele verbanden duidelijker weergegeven per onderwerp.

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Uploaded on
October 10, 2023
File latest updated on
February 5, 2024
Number of pages
1
Written in
2023/2024
Type
Summary

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BASIS
BASIS Regressiemodel verklaart de band tussen
bepaalde variabele en één of meerdere
variabelen
Population -> alle data
3 TYPEN DATA Sample -> representatieve selectie uit
populatie
Cross sectional
Gegevens over één of meer variabelen die op een enkel tijdstip zijn verzameld
Time-series
Gegevens over één of meer variabelen die op veel momenten in de tijd zijn
verzameld
Panel
Tijdreeks van elk transversaal (dwars) lid van de dataset




VARIABELEN
VARIABELEN
Random variabele (RV):
Bernoulli (of binary)
Kan alleen de waarde 0 of 1 aannemen (kop of munt)
Discreet
Kan beperkt aantal waarden aannemen (dobbelsteen)
Continu
Kan oneindig veel waarden aannemen

Probability Density Function -> vat de informatie over de mogelijke uitkomsten van de
RV(x) en bijbehorende kansen samen
CDF -> cumulatief -> kans dat een RV boven (of onder) een bepaalde waarden vallen
F(x) = P(X x)


Joint distribution -> X en Y zijn discrete RV:
R151,05
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