Empirical Finance

Vrije Universiteit Amsterdam (VU)

Here are the best resources to pass Empirical Finance. Find Empirical Finance study guides, notes, assignments, and much more.

Chris Brooks

12 documents

Chris Brooks, Brooks Chris

2 documents

Summary

Summary Empirical Finance, P1 MSc Finance
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January 2023

2022/2023
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
$10.21 More Info

Summary

Summary of STATA clips for Empirical Finance
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December 2020

2020/2021
This document is a summary of all relevant content in the STATA clips for the course Empirical finance.
Elmar1999
$4.20 More Info

Summary

Complete summary of lectures for Empirical Finance
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December 2020

2020/2021
This is a complete summary of all the lectures of the course Empirical Finance. This is a course which is given in several masters, such as the regular finance master, the FinTech master etc.
Elmar1999
$8.29 More Info

Summary

Empirical Finance: Complete formula overview per topic
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July 2020

2019/2020
This document provides all formulas per topic relevant for the course Empirical Finance and the exam!
EducationalSuccess
$5.94 More Info

Summary

Summary Empirical Finance
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December 2019

2019/2020
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
$7.20 More Info

Summary

Summary - Panel Data
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December 2017

2017/2018
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
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Manual

An explanation of Matlab tutorials
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December 2017

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

Summary - Unit Roots
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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
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Summary

Summary - ARMA Basics
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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
$4.20 More Info

Summary

Summary - AR(1), MA(1), ARMA(2,1) step by step
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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
$4.20 More Info

Summary

Summary - Forecasting with GARCH, Value at Risk
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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
$4.20 More Info

Summary

Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models
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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
$4.20 More Info

Summary

Summary - ARCH Models
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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
$4.20 More Info

Lecture notes

ARMA Model - Stata Lab Session Notes
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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
$7.20 More Info

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