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


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

Kemahiran: Pemprosesan Data, Excel, Kewangan, Pasaran Kewangan, Kajian Kewangan

Lihat lebih lanjut: project econometrics capm, capm econometrics project, econometrics project, multi factor, pricing model excel, propose project, regression tests, regression test, regression model, pricing model, pricing excel, mutual fund, hypothesis, equity fund, econometrics questions, produce propose, excel hypothesis, data performance excel, liquidity, using econometrics, excel hypothesis test, hypothesis test excel, excel test hypothesis, french word done, data processing excel test

Tentang Majikan:
( 55 ulasan ) Jaipur, India

ID Projek: #4033010

5 pekerja bebas membida secara purata $76 untuk pekerjaan ini


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 dalam 2 hari
(23 Ulasan)

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

$80 USD dalam 5 hari
(41 Ulasan)

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! Lagi

$100 USD dalam 2 hari
(0 Ulasan)

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 Lagi

$75 USD dalam 3 hari
(0 Ulasan)

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 dalam 2 hari
(0 Ulasan)