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Decks in this class (7)
Cross Sectional
What are two requirements for lin...,
What are some important requireme...,
Derive the ols beta estimator 3
40
cards
Probability Theory
What is the markov assumption 1,
Define marginal distribution 2,
Define conditional distribution 3
20
cards
Univariate Time-series
Define autocovariance 1,
Define covariance stationarity 2,
Define strict stationarity 3
30
cards
Volatility Models
What does evaluation of volatilit...,
What are typical variance proxies...,
What is a diebold mariano for vol...
22
cards
VaR
What does the risk metrics formul...,
State a general parametric condit...,
Which distributions can be used f...
44
cards
VAR and Cointegration
What are the consequences of incl...,
Explain the engle granger framewo...,
Write out a general form var p 3
29
cards
Multivariate Vol
What is pca 1,
Explain principal component covar...,
How does the 2006 riskmetrics dif...
17
cards
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Financial Econometrics
- Class purpose General learning
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