P1.T2. Quantitative Analysis

Practice questions for Quantitative Analysis: Econometrics, MCS, Volatility, Probability Distributions and VaR (Intro)
Nicole Seaman
P1.T2.20.19. Regression diagnostics: omitted variables, heteroskedasticity, and multicollinearity
Replies
9
Views
358
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T2.701. Regression analysis to model seasonality (Diebold)
Replies
15
Views
422
David Harper CFA FRM
David Harper CFA FRM
Fran
P1.T2.308. Coskewness and cokurtosis (Miller)
Replies
18
Views
491
safaaes
S
Pam Gordon
P1.T2.310. Probability Distributions II, Miller Chapter 4
2 3 4
Replies
64
Views
2K
lushukai
lushukai
David Harper CFA FRM
P1.T2.21.2. Unit roots and Dickey-Fuller
Replies
8
Views
179
marinrued
M
Suzanne Evans
P1.T2.221. Joint null hypothesis in multiple OLS regression (Stock & Watson)
2 3
Replies
41
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
PQ-T2 P1.T2.317. Continuous distributions (Topic review)
2
Replies
25
Views
1K
Christelle D
C
Nicole Seaman
PQ-T2 P1.T2.318. Distributional moments (Topic review)
Replies
14
Views
431
lushukai
lushukai
David Harper CFA FRM
L1.T2.118. Student's t distribution (Rachev)
Replies
7
Views
158
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T2.20.13. Coskewness and cokurtosis
Replies
17
Views
307
Christelle D
C
Nicole Seaman
P1.T2.20.8. Probability matrix
Replies
9
Views
213
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T2.707. Gaussian Copula (Hull)
Replies
16
Views
552
lushukai
lushukai
Fran
P1.T2.307. Skew and Kurtosis (Miller)
2 3
Replies
41
Views
2K
Eyram
E
Nicole Seaman
Quiz-T2 P1.T2.405. Distributions I
2 3
Replies
50
Views
2K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T2.699. Linear and nonlinear trends (Diebold)
2
Replies
36
Views
922
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T2.20.21. Stationary Time Series: covariance stationary, autocorrelation function (ACF) and white noise
Replies
16
Views
331
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T2.20.7. Common univariate random variables (student's t, F-distribution, mixture)
2
Replies
20
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T2.713. Uniform, binomial, Poisson distributions (Miller Ch.4)
Replies
9
Views
549
ramarques
R
Nicole Seaman
PQ-T2 P1.T2.324. Estimating volatility (Topic Review)
2
Replies
25
Views
821
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T2.20.5. Common univariate random variables (uniform, Bernoulli, binomial, and Poisson)
Replies
13
Views
639
David Harper CFA FRM
David Harper CFA FRM
Fran
P1.T2.302. Bayes' Theorem (Miller)
2
Replies
25
Views
717
David Harper CFA FRM
David Harper CFA FRM
Suzanne Evans
P1.T2.213. Sample variance, covariance and correlation (Stock & Watson)
Replies
16
Views
429
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T2.710. Mean and standard deviation (Miller, Ch.3)
2
Replies
32
Views
2K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
Quiz-T2 P1.T2.408. Multivariate linear regression
2
Replies
20
Views
546
lushukai
lushukai
Nicole Seaman
PQ-T2 P1.T2.320. Statistical inference: hypothesis testing and confidence intervals (topic review)
Replies
11
Views
700
lushukai
lushukai
Nicole Seaman
PQ-T2 P1.T2.322. Multivariate linear regression (topic review)
Replies
19
Views
464
lushukai
lushukai
Nicole Seaman
P1.T2.401. Time-adjusted efficient estimators in Monte Carlo simulation (Fabozzi)
Replies
11
Views
288
lushukai
lushukai
Nicole Seaman
P1.T2.602. Bootstrapping (Brooks)
Replies
13
Views
462
lushukai
lushukai
Nicole Seaman
P1.T2.400. Fabozzi on simulations
Replies
4
Views
389
lushukai
lushukai
Nicole Seaman
P1.T2.702. Simple (equally weighted) historical volatility (Hull)
Replies
11
Views
298
lushukai
lushukai
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