Kurtosis - Guides d'étude, Notes de cours & Résumés

Econometrics Midterm & Final Exam Questions and answers Econometrics -Answer-The science of testing economic theories. Also it works as a set of tools used for forecasting future values of economic variables as well as being the process of fitting mathematical economic models to real world data. Econometrics uses historical data to make numerical, or quantitative, policy recommendations in government and business. Y-bar -Answer-The sampling average. It is an unbiased estimator for miuY, ...

CAIA Level 2 Questions & Answers 10 Meta risks are qualitative risks not captured by specific and measurable financial risks. events. - ANSWER-They include organizational and human behavior, moral hazard, the misuse and excessive dependence on quantitative methods, market interaction, and extreme capital market A distressed securities strategy is most likely to earn returns from liquidity risk. - ANSWER-Global macro and equity long/short are most likely to earn returns from directional marke...

An asset-pricing model that attempts to explain how investors should behave is a(n): - ANS normative model. Normative models attempt to explain how investors should behave. Positive models attempt to explain how investors do behave. Theoretical models use assumptions and logic, while empirical models are based on historically observed behavior. Henry Thompson examines a sample of returns for a private equity fund and finds that the sample excess kurtosis equals 3. Regarding the private ...

WPC 300 Final Exam (2024) || All Questions & Answers (Graded A+) WPC 300 Final Exam (2024) || All Questions & Answers (Graded A+) Which of the following describes a positively skewed histogram? a histogram for which mean and mode values are the same. a histogram that has no fluctuation in mass a histogram with large kurtosis a histogram that tails off towards the right - ANSWER - a histogram that tails off towards the right When two variables are highly positively correlated, the c...

BSNS 112 Exam Preparation Questions And Correct Answers, Complete Verified Solution. Descriptive statistics - methods of organising, summarising and presenting data in a good form e.g. graphs, tables, measures Inferential statistics Random sample of data taken from a population to describe and make inferences about the population Types of data quantitative and qualitative Quantitative data Numerical e.g. Age in years Qualitative data Grouped or categorical e.g. S, M, L, XL, XXL C...

Meta risks are qualitative risks not captured by specific and measurable financial risks. events. - ANSWER-They include organizational and human behavior, moral hazard, the misuse and excessive dependence on quantitative methods, market interaction, and extreme capital market A distressed securities strategy is most likely to earn returns from liquidity risk. - ANSWER-Global macro and equity long/short are most likely to earn returns from directional market risks. Investor protection claus...

WPC 300 Final Exam (practice questions and answers) A-Graded 2024/2025 analytics - CORRECT ANSWER-the process of developing actionable decisions or recommendations for actions based upon insights generated from historical data primary data - CORRECT ANSWER-data collected specifically for the research problem at hand (ex: survey, interviews) secondary data - CORRECT ANSWER-data collected for some purpose other than the problem at hand (ex: firm's proprietary data, internet data, stock...

Price change based on convexity correct answer - -duration(change in yield)+1/2(convexity)(change in yield)^2 Effective Duration correct answer - Required if a bond has embedded options: [(v-)-(v+)]/[2V0(change in curve)] Modified Duration correct answer - [(v-)-(v+)]/[2V0(change in yield)] Future Value correct answer - PV(1+(I/Y)^N) PV correct answer - FV/(1+r)^n PV of perpetuity correct answer - PMT / discount rate Approximate percentage price change of a bond correct answer ...

UVU BESC 3010 Exam Questions and Answers Graded A+ When a distribution of raw scores is converted to z-scores, the shape of the distributions... - Answer-remains the same When a distribution of raw scores is converted to z-scores, the mean and standard deviation of the distribution will be... - Answer-M=0, SD=1 If a person has a z-score of 1 on a test, then their score is... - Answer-one standard deviation above the mean What percent of the normal distribution is within one standard ...

CAGR - ANSWER-compound annual growth rate annualized return - ANSWER-(1+HPR)^number of holding periods in one year - 1 multiple hedge fund aggregation - ANSWER-equal weighted approach, asset weighted, and arbitrary weight approach Performance index - ANSWER-R index = Sum of wi * Ri in the case of multiple fund aggregations, severals prefer reporting median return - ANSWER-you know what the median is---the fact that outliers are automatically excluded from the calculation makes the me...