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Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models
- Summary • 15 pages • 2017
- Available in package deal
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- $3.33
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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.
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Summary - Forecasting with GARCH, Value at Risk
- Summary • 12 pages • 2017
- Available in package deal
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- $3.33
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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...
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Logit Model
- Summary • 6 pages • 2017
- Available in package deal
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- $3.33
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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...
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Summary Introductory Econometrics for Finance by Chris Brooks
- Summary • 23 pages • 2016
- Available in package deal
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- $4.43
- 7x sold
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Summary of the book Introductory Econometrics for Finance. The chapters from the course schedule of Empirical Finance.
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Summary Empirical Finance and Derivatives
- Package deal • 2 items • 2016
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- $7.21
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Summary of the book Introductory Econometrics for Finance and Options, Futures and other Derivatives
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Financial Modelling
- Essay • 5 pages • 2017
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- $11.58
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Basic analysis of statistical data including regression analysis and descriptive statistics.
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