Empirical Finance (E_FIN_EF)
Vrije Universiteit Amsterdam (VU)
Hier vind je de beste samenvattingen om te slagen voor Empirical Finance (E_FIN_EF). Er zijn o.a. samenvattingen, aantekeningen en oefenvragen beschikbaar.
Populaire samengevatte studieboeken
Samenvatting
Summary Empirical Finance, P1 MSc Finance
Summary for the course Empirical Finance, given in period 1 of the Master of Finance at the VU. This summary greatly covers all theoretical subjects which are taught in this course .
meinzenierop29
Samenvatting
Complete summary of lectures for Empirical Finance
PopulairThis is a complete summary of all the lectures of the course Empirical Finance. The document is a summary of all the knowledge clips which were uploaded on Canvas. This is a course which is given in several masters, such as the regular finance master, the FinTech master etc.
Elmar1999
Samenvatting
Empirical Finance (EF) - Summary Lectures
This is a summary about all the lectures of Empirical Finance given in 2022
juanvanwijngaarden
Samenvatting
Summary of STATA clips for Empirical Finance
This document is a summary of all relevant content in the STATA clips for the course Empirical finance.
Elmar1999
Samenvatting
Empirical Finance: Complete formula overview per topic
This document provides all formulas per topic relevant for the course Empirical Finance and the exam!
EducationalSuccess
Samenvatting
Summary Empirical Finance
Summary of my (handwritten) notes from all Empirical Finance PowerPoints and the Introductory Econometrics for Finance book (C. Brooks, 4th edition). It contains the following book chapters: CH1.1-1.6, CH2, CH3, CH4.1-4.9, CH12.1-12.8, CH11 (excl. 11.8), CH5, CH14.1, CH6.1-6.7 & 6.10, CH9.1-9.14, 9.16 & 9.18 and CH8.1-8.2
aderuijterx
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 lectures Empirical Finance
An extensive summary of all the material discussed during the lectures.
wandykalk
Handleiding
An explanation of Matlab tutorials
The codes written during the matlab tutorial with a step by step explanation of what we are programming.
wandykalk
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 - 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 - 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 - 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
College aantekeningen
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 -...
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 12 with Solutions Chris Brooks - 3rd Edition
Here are the exercises from Chapter 12 together with the solutions.
claudiughiuzan
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
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