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留学生论文代写,论文写作指导

发布于2020-05-22 作者:留学写作网 阅读:
 
Key Revision Checklist:The following is a revision checklist covering the key concepts from the first 3 lectures. You should understand and be able to explain: The typical features of financial data: prices (non-stationarity); and returns (stationarity, volatility clustering and non-normality).The random-walk model, the Martingale Model (MM) and the differences between the two models.The relationship between the MM and the Efficient Market Hypothesis (EMH). Tests of the EMH (ACFs, regression based tests and variance ratio tests). The ‘joint hypothesis problem’. How bid/ask bounce can give rise to spurious (false/misleading) negative autocorrelation in returns. Empirical testing of CAPM and the 3 factor model: key predictions for the coefficients of these models; the reasons for using portfolios of stocks in cross- sectional tests of these models; the Fama and MacBeth rolling regression methodology; and the financial interpretation of these models. Misspecification testing for the Classical Linear Regression Model (tests for autocorrelation, heteroscedasticity, functional form and structural stability). The importance of conducting misspecification testing

主要修订清单:以下是修订清单,涵盖从第3讲的关键概念。你应该明白,并能够解释财务数据的典型特征:价格(非平稳)和回报(平稳,波动聚类和非正态)。随机游走模型,鞅模型(MM)和差异的MM和有效市场假说(EMH)的两个车型之间的关系。有效市场假说的测试(ACFS,回归测试和方差比检验)。 “联合假说问题”。如何买入/卖出价反弹可以产生杂散信号(虚假/误导)负自相关回报。CAPM实证检验的三因素模型:这些模型的系数的关键预测的股票组合使用这些模型的横截面测试的原因;农夫“和”麦克白“的滚动回归方法和金融这些模型的解释。王晓国,古典线性回归模型(自相关,异方差性,功能性的形式和结构的稳定性测试)的测试。进行指定错误测试的重要性
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