'Var model' presentation slideshows

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data. William Greene Department of Economics Stern School of Business. Time Series Applications. Panel Data Time Series Models Univariate Time Series Autocorrelation in Regression Vector Autoregression ARCH and GARCH Models Macroeconomic Data

703 views • 70 slides

Bucharest University of Economics Doctoral School of Finance and Banking DOFIN

Bucharest University of Economics Doctoral School of Finance and Banking DOFIN. Policy Mechanism Transmission Channels in Romania. Supervisor: Professor Dr. Mois? Alt?r MSc Student: Ion S?vulescu. Bucharest July 2008. Contents. The objectives of the dissertation paper

488 views • 40 slides

558 views • 34 slides

SVAR Modeling in STATA

281 views • 24 slides

VAR

VAR. Ma?gorzata Bednarek Maria Derezi?ska Magdalena Sadowska. Theory. About VAR. Sims critique

408 views • 22 slides

Liquidity Pricing in Unlisted Real Estate Funds

Liquidity Pricing in Unlisted Real Estate Funds. Giovanni Tira and Gianluca Marcato. Agenda. Introduction and Results Overview Data Description Model and variables Liquidity pricing Conclusions. Liquidity: Volumes. Total return index falling from 08 Positive relationship

306 views • 19 slides

The Price Relationship Study of Stock

The Price Relationship Study of Stock. You- Sheng Liu 2011/01/04. Outline. 1. Motivation 2. Proposed method 3. Data analysis 4. Conclusions. Motivation & Introduction.

250 views • 16 slides

Objectives: Discuss the rationale for risk-measurement and the definition of Value at Risk (VaR).

Risk Measurement Using Value at Risk. Objectives: Discuss the rationale for risk-measurement and the definition of Value at Risk (VaR). How to implementing VaR when portfolio returns are assumed to be normally distributed. The use of historical back simulation to calculate VaR.

429 views • 16 slides