Samenvatting
Samenvatting Financial Methods & Techniques
Deze samenvatting beschrijft alles wat je moet weten voor het vak Financial Methods & Techniques (FMT) dat gegeven wordt aan 3de jaars studenten van de Economie en Bedrijfseconomie aan het Erasmus. (course code = FEB13011). Deze samenvatting is perfect om mee te nemen naar het tentamen! Het is immers een openboek/notes tentamen, dus kan je deze samenvatting ook meenemen. Hierdoor verhoog je aanzienlijk de kans op een voldoende!
ericcvdh
Samenvatting
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...
claudiughiuzan
Samenvatting
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.
claudiughiuzan
Antwoorden
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.
claudiughiuzan
Antwoorden
Self-Study Questions Chapter 12 with Solutions Chris Brooks - 3rd Edition
Here are the exercises from Chapter 12 together with the solutions.
claudiughiuzan
Samenvatting
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....
claudiughiuzan
Samenvatting
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 ...
claudiughiuzan
Samenvatting
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 ...
claudiughiuzan
Samenvatting
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...
claudiughiuzan
Samenvatting
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.
claudiughiuzan
Samenvatting
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 ...
claudiughiuzan
Samenvatting
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.
claudiughiuzan
Samenvatting
Summary Introductory Econometrics for Finance by Chris Brooks
Summary of the book Introductory Econometrics for Finance. The chapters from the course schedule of Empirical Finance.
sanne_visser
Samenvatting
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...
claudiughiuzan