### 金融代写|金融计量经济学代写Financial Econometrics代考|ECMT2130

statistics-lab™ 为您的留学生涯保驾护航 在代写金融计量经济学Financial Econometrics方面已经树立了自己的口碑, 保证靠谱, 高质且原创的统计Statistics代写服务。我们的专家在代写金融计量经济学Financial Econometrics代写方面经验极为丰富，各种代写金融计量经济学Financial Econometrics相关的作业也就用不着说。

• Statistical Inference 统计推断
• Statistical Computing 统计计算
• (Generalized) Linear Models 广义线性模型
• Statistical Machine Learning 统计机器学习
• Longitudinal Data Analysis 纵向数据分析
• Foundations of Data Science 数据科学基础

A professor asks his/her student to test CAPM in Australian context. Assume yourself as the student and perform the task. Then prepare a detailed report of the analysis to be submitted to the professor.

1. A researcher want to test the performance of the CAPM and APT models in crypto markets. Assume yourself as the researcher: perform the mentioned task in detail and develop the analysis report.
2. An analyst is currently evaluating an investment option to invest in the major global currencies. To do so he/she want to test the APT model for making the investment decision. Help him/her to perform the said analysis and prepare the report.
3. A student needs to identify whether there exists size and value patterns in the BSE 500 securities mean excess returns. Help the student to complete his/her project dissertation successfully and satisfactorily.
4. An assistant manager of the Reserve Bank of New Zealand asked a junior working under him/her to prepare a detailed report on “How efficient is Fama and French multifactor models in Australia and New Zealand”? Help the junior in developing the final report for timely submission to the assistant manager of Reserve Bank of New Zealand.
5. There is a disagreement between two market participants that “the CCAPM isn’t Perfect”. So they approach to an expert to clarify it? Assume yourself as that expert and advise them on it with appropriate examples.
6. A researcher want to examine whether financial leverage is an important firm specific factor specially in the emerging markets? The researcher is also interested to check whether financial leverage alone or financial leverage along with other firm specific factors can capture risk-return relationship better. Help the researcher to conduct and complete the analysis satisfactorily.

## 金融代写|金融计量经济学Financial Econometrics代考|Case Studies

To examine the performance of CAPM and Fama-French three factor models in Sri Lankan context. The regressions and GRS test are implemented to examine the asset pricing models performance. The obtained regressions and GRS test estimates are shown below. Based on these obtained estimates comment on the performance of these two asset pricing models.

Data Description:
Colombo Stock Exchange traded securities are used to construct the study portfolios based on the size (market capitalization) and value ( $\mathrm{P} / \mathrm{B}$ ratio) factors by means of the Fama-French (1993) technique. For risk free rate Sri Lankan government 10 years bond are used. S\&P 20 index mean excess returns used as proxy for the market. The study period is between July 2008 and May 2016. All data points are in monthly frequency.
Regression models used are as follows:
CAPM or Fama-French Three Factor Model
$$E\left(r_{i}\right)-r_{f}=\alpha_{i}+\beta_{i m} *\left(r_{m}-r_{f}\right)+\varepsilon_{i}$$
$$E\left(r_{i}\right)-r_{f}=\alpha_{i}+\beta_{i m} *\left(r_{m}-r_{f}\right)+\beta_{i s} *(\text { Size })+\beta_{i v} *(\text { Value })+\varepsilon_{i}$$
Estimates:
CAPM regression estimates for 25 portfolios based on size and value factors.

## 金融代写|金融计量经济学Financial Econometrics代考|Risk Analysis

Risk analysis is the heart of any financial decision-making process. Time series of a variable consists of the data points over time. Time series data of a variable comprises several important information about the variable over time. Original time series data can be decomposed into various components, namely seasonal, trend, and remainder components. Time series can be easily decomposed into its various components by using the STL (Seasonal and Trend decomposition using LOESS) decomposition technique as suggested by Cleveland et al. (1990). The LOESS is a robust technique and its abbreviation stands for the “locally estimated scatter” plot smoothing”. The LOESS is a non-parametric technique used for the smooth curve fitting. The STL decomposes the time series into different components using an additive function as shown below in Eq. 6.1.
$$\text { Timeseries }=\text { Trend }+\text { Seasonal }+\text { Remainder }$$
The STL technique has certain limitations such as it is not efficient enough in handling the trading day or calendar variation automatically. This above limitation can be overcome by using a multiplicative decomposition function as defined in Eq. $6.2$.
$$\text { Timeseries }=\text { Trend } * \text { Seasonal } * \text { Remainder }$$
Thus to analyse the time series, a good knowledge of the essential time series econometrics methods are necessary. The time series econometrics deal with the measurement of the random variables over time. The time series analysis is useful for determining how a variable changes over time. It is also equally important in assessing the impact of the other factors on the study variable over the same time frame. The paragraphs below covered all such essential time series econometrics techniques to deal with the time series data.

## 金融计量经济学代考

1. 一位研究人员想要测试 CAPM 和 APT 模型在加密市场中的性能。假设自己是研究人员：详细执行上述任务并制定分析报告。
2. 一位分析师目前正在评估一种投资全球主要货币的投资选择。为此，他/她想测试 APT 模型以做出投资决策。帮助他/她进行上述分析并准备报告。
3. 学生需要确定 BSE 500 证券平均超额收益中是否存在规模和价值模式。帮助学生成功并令人满意地完成他/她的项目论文。
4. 新西兰储备银行的一位助理经理让他/她手下的一名初级工作人员准备一份关于“Fama 和 French 多因素模型在澳大利亚和新西兰的效率如何”的详细报告？帮助小学生制定最终报告，以便及时提交给新西兰储备银行的助理经理。
5. 两个市场参与者之间存在分歧，即“CCAPM 并不完美”。所以他们找专家来澄清一下？假设你自己是那个专家，并用适当的例子给他们建议。
6. 研究人员想检查财务杠杆是否是一个重要的公司特定因素，特别是在新兴市场？研究人员也有兴趣检查单独的财务杠杆或财务杠杆与其他公司特定因素是否可以更好地捕捉风险回报关系。帮助研究人员令人满意地进行和完成分析。

## 金融代写|金融计量经济学Financial Econometrics代考|Case Studies

CAPM 或 Fama-French 三因素模型

## 金融代写|金融计量经济学Financial Econometrics代考|Risk Analysis

时间序列 = 趋势 + 季节性 + 余
STL 技术有一定的局限性，例如在自动处理交易日或日历变化方面效率不够。可以通过使用方程式中定义的乘法分解函数来克服上述限制。6.2.

时间序列 = 趋势 ∗ 季节性 ∗ 余

## 有限元方法代写

tatistics-lab作为专业的留学生服务机构，多年来已为美国、英国、加拿大、澳洲等留学热门地的学生提供专业的学术服务，包括但不限于Essay代写，Assignment代写，Dissertation代写，Report代写，小组作业代写，Proposal代写，Paper代写，Presentation代写，计算机作业代写，论文修改和润色，网课代做，exam代考等等。写作范围涵盖高中，本科，研究生等海外留学全阶段，辐射金融，经济学，会计学，审计学，管理学等全球99%专业科目。写作团队既有专业英语母语作者，也有海外名校硕博留学生，每位写作老师都拥有过硬的语言能力，专业的学科背景和学术写作经验。我们承诺100%原创，100%专业，100%准时，100%满意。

## MATLAB代写

MATLAB 是一种用于技术计算的高性能语言。它将计算、可视化和编程集成在一个易于使用的环境中，其中问题和解决方案以熟悉的数学符号表示。典型用途包括：数学和计算算法开发建模、仿真和原型制作数据分析、探索和可视化科学和工程图形应用程序开发，包括图形用户界面构建MATLAB 是一个交互式系统，其基本数据元素是一个不需要维度的数组。这使您可以解决许多技术计算问题，尤其是那些具有矩阵和向量公式的问题，而只需用 C 或 Fortran 等标量非交互式语言编写程序所需的时间的一小部分。MATLAB 名称代表矩阵实验室。MATLAB 最初的编写目的是提供对由 LINPACK 和 EISPACK 项目开发的矩阵软件的轻松访问，这两个项目共同代表了矩阵计算软件的最新技术。MATLAB 经过多年的发展，得到了许多用户的投入。在大学环境中，它是数学、工程和科学入门和高级课程的标准教学工具。在工业领域，MATLAB 是高效研究、开发和分析的首选工具。MATLAB 具有一系列称为工具箱的特定于应用程序的解决方案。对于大多数 MATLAB 用户来说非常重要，工具箱允许您学习应用专业技术。工具箱是 MATLAB 函数（M 文件）的综合集合，可扩展 MATLAB 环境以解决特定类别的问题。可用工具箱的领域包括信号处理、控制系统、神经网络、模糊逻辑、小波、仿真等。