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Econometrics Project

I am looking for someone who have good experience in doing ecnometrics project .

It is a summative assignment, to complete this assignment you will need the returns of the mutual fund # and the factors in the Dataset_#.xls.

assignment, you will produce results for the tests of the CAPM

and multi-factor asset-pricing model(s).

Using the mutual fund, run the CAPM regression, conduct appropriate tests of

the CAPM. Are the pricing errors (?i) big? What do you conclude? Propose (and

conduct) a test to jointly test the hypothesis that the CAPM holds. You can use

the SMB and HML factors to see if they improve over the performance of the

CAPM. Note that SMB and HML are already in excess return form. How do the

results compare? What do you conclude? Do you think that SMB and HML are

priced factors? Is a three-factor Fama-French model more suitable at capturing the

fluctuation in equity returns? In answering the questions, refer to your empirical

results. Add the momentum factor and liquidity factors and answer the same

questions. Which is the most appropriate factor model ? Check robustness

of your results against autocorrelation, hetroscedasticity and other possible

misspecifications.

I need the work to be done in next 48 hours . Overall word limit, 1000 words maximum.

Færdigheder: Databehandling, Excel, Finans, Økonomiske Markeder, Økonomisk Research

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Om arbejdsgiveren:
( 55 bedømmelser ) Jaipur, India

Projekt-ID: #4033010

5 freelancere byder i gennemsnit $76 for dette job

satsin7

Hi I am an experienced finance professional having experience in valuation, appraisals, econometrics and financial modelling. I am keen to help you out with this and future assignments. Pls see PMB

$50 USD in 2 dage
(23 bedømmelser)
4.8
malimerchant

Greetings!! Econometric Professional here. Have a look at your inbox for details and PRICING MODEL. Thanks

$80 USD in 5 dage
(41 bedømmelser)
4.3
amandhana

Hi, I am a London Business School graduate with experience in econometric modelling. I have also completed CFA Level 1 and Masters in Economics. Happy to help you with this project. Please let me know more details! Mere

$100 USD in 2 dage
(0 bedømmelser)
0.0
abhiray85

Hi, How are you? This is Abhishek. I am a CFA level 2 candidate and working as credit risk modelling in wholesale fixed income portfolios. The spectra of my competence varies from Developing algorithmic tradin Mere

$75 USD in 3 dage
(0 bedømmelser)
0.0
vw8312562vw

I've accomplished projects in my Master's degree analyzing CAPM and multi-factor asset pricing models and market efficiency. Ready to start.

$75 USD in 2 dage
(0 bedømmelser)
0.0