Applied Econometrics A Simple Introduction - K H. ERICKSON
-40% koodiga BOOKS
Saadetis 10-16 tööpäeva jooksul
30-päevane tagastamisõigus
Applied Econometrics: A Simple Introduction offers a detailed guide to some of the central methods and applications of applied econometrics, with theory, models, calculations, and graphs to support analysis. S&P 500 equities, GSCI commodities, and US Treasury Bill risk-free rate datasets are assessed for their data distributions, autocorrelation, and stationarity. The Engle-Granger 2 step method, Johansen t ... Täielik kirjeldus
Võib-olla meeldib sulle ka
TOP
Unreasonable Hospitality: The Remarkable Power of Giving People More Than They Expect
-40% koodiga BOOKS
Meie tarnija laos
TOP
Never Split the Difference: Negotiating as if Your Life Depended on It
-40% koodiga BOOKS
Laos
TOP
The 7 Habits of Highly Effective People. 30th Anniversary Edition: Powerful Lessons in Personal Change
Jim Collins, Sean Covey, Stephen R. Covey
-40% koodiga BOOKS
Laos
TOP
Radical Candor: Be a Kick-Ass Boss Without Losing Your Humanity
-40% koodiga BOOKS
Meie tarnija laos
TOP
Why Nations Fail: The Origins of Power, Prosperity and Poverty
Daron Acemoglu, James A. Robinson
-40% koodiga BOOKS
Meie tarnija laos
TOP
Legacy: What The All Blacks Can Teach Us About The Business Of Life
-40% koodiga BOOKS
Meie tarnija laos
TOP
Atomic Habits: An Easy & Proven Way to Build Good Habits & Break Bad Ones
-40% koodiga BOOKS
Meie tarnija laos
TOP
Clear Thinking: The Art and Science of Making Better Decisions
-40% koodiga BOOKS
Meie tarnija laos
TOP
Vienna: How the City of Ideas Created the Modern World
-40% koodiga BOOKS
Meie tarnija laos
TOP
Empire of AI: Inside the reckless race for total domination
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Infinity Machine: Demis Hassabis, DeepMind and the Quest for Superintelligence
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Infinity Machine: Demis Hassabis, DeepMind, and the Quest for Superintelligence
-40% koodiga BOOKS
Meie tarnija laos
TOP
Zero to One: Notes on Start Ups, or How to Build the Future
-40% koodiga BOOKS
Laos
TOP
Influence: The Psychology of Persuasion
-40% koodiga BOOKS
Meie tarnija laos
TOP
Co-Intelligence: Living and Working with AI
-40% koodiga BOOKS
Meie tarnija laos
TOP
The First 90 Days: Proven Straegies for Getting up to Speed faster and smarter
-40% koodiga BOOKS
Meie tarnija laos
TOP
Surrounded by Idiots Revised & Expanded Edition: The Four Types of Human Behavior and How to Effectively Communicate with Each in Business (and in Life)
-40% koodiga BOOKS
Meie tarnija laos
Kirjeldus
Applied Econometrics: A Simple Introduction offers a detailed guide to some of the central methods and applications of applied econometrics, with theory, models, calculations, and graphs to support analysis.
S&P 500 equities, GSCI commodities, and US Treasury Bill risk-free rate datasets are assessed for their data distributions, autocorrelation, and stationarity. The Engle-Granger 2 step method, Johansen test and the Vector Error Correction Model test for and correct cointegration.
ARMA models determine the optimal AR and MA processes to model returns data, and GARCH models assess the optimal p and q number of lags to model variance, using the Akaike Information Criterion. Alternative GARCH versions are examined.
Dynamic portfolio strategies are evaluated using Sharpe Ratio portfolio performance evaluation tools, with a focus on the 2007-8 global financial crisis period. Static portfolio strategies are assessed using ARMA return and GARCH variance forecasting. Results are used alongside established financial literature to assess the optimal portfolio strategy.
Lisateave
| Autor | K H. ERICKSON |
|---|---|
| Kirjastaja | CreateSpace Independent Publishing Platform |
| Väljalaskeaasta | 2015 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9781515065388 |