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How have you got the graph. Can you please show me the steps of the same

Could you please give me some crack link for installing eviews 12??

Fantastic content! Question for you. Since the VaR model measures the potential loss in value over a defined period, which is in this calculations over the span of 1 day, what would be the best way to adjust the defined period? Because the VCV VaR is norm. distributed, could we assume (over a 5 trading day period), that VaR weekly = VaRdaily * SQRT (5) ?

Pazarlama ve sunmada görsel olarak , çok zayıf çok .... Geliştirilmesi lazım acilen

What if, in terms of interpretation, only alpha is statistically significant while theta is not ?

Much appreciated❤

💯❤

Sir can you make video on decile size adjusted return, idiosyncratic risk and industry value weighted returns, it will be really helpful.

Thank you ! Your lessons are always great.

hey how are you doing this with more than one company - for example with 50 companies?

Im trying to apply this to energy markets can anyone suggest additional Videos?

PLEASE HELP ME, WHY WHEN I CALCULATE CSAD I GOT "VALUE"

Was very confused until I found this gem thank you 💜

please share all the excel files in the description

hi, i am wondering, what i should do if i see the error about "name 'np' is not defined"

That was helpful!! I'm in a data science course but it lacks statistic classes, so I can barely tell what that bunch of indicators on the summary mean. Do you recommend any book, course, paper or anything on statistics to help me understand the basis of it and what the indicators mean?

Thank you so much, Sir. I watched a lot of your videos. You have saved my life.

Really nice video, my question is, where can I find the data to perform this analysis?

My alpha and beta converge to 0, maximising my LL to ~7600, using very similar data to yours. What could be going wrong?

Great!!!

Sir, I've got a question. Excellent video! 🎉 I will take my time to research more about this method. I was just wondering if you have a source of the complete formula for Standard Deviation. I believe there is no software that makes the whole algorithm directly.

hi can you help me to do in my data?

Plisttt cara meningkatkan r square dalam eviews gimana caranya??

Mine is data panel, how I do itt

would you follow the same procedure with daily prices/returns?

Great video, what about a video on 6 (or 4) Factor Model? Fama-French 5 Factor (or 3) + Momentum (excluded by Fama & French due to difficulties in explainability but evaluated by Carhart in the 4 Factor Model)?

Thank you for the video! Quick question: if I want to use German-Klass to estimate daily volatility (as an alternative of a sum of squared intraday returns), do I just omit the summation and 1/n division?

I'm getting errors for the lower half of the data for some reason, why might this be?

How I calculate AR, CAR if I only have 1 firm but there are ten event days

On peut avoir cette vidéo en version française svp

very nice 😊

hey,thanks for your videos! And I want to ask some questions .I am now using R language to reproduce the prediction effect of the HAR-RV model. I first divided it into a test set and a training set, and then I used the training set to regress it to find its coefficient. Then I want to know, for RVt-1, RVt-5, RVt-22, what should I do if the training set does not meet the number of lagged items. For example, for RVt-22, should the regression data start from RV, RVt-1, RVt-5 corresponding to the first item of RVt-22?

Criminally underrated channel.

Hi great content but would appreciate if you can talk a bit slower :)

Do you help with class projects?

Great Content! Video request: Factor decomposition of an example CTA hedge funds return, regressed against factor indexes like volatility, carry, mean reversion/value, time series momentum

Another great video. Really appreciate your content and efforts to make the calculations understandable. Also appreciate the context and qualitative considerations that are discussed after doing all the math. Thanks for all you do.

Thank you!

beautiful content

Thanks, really useful.

Hi, thank you for the clear explanation. Does anyone know how to run a monte carlo simulation by assuming that the stock return follows the t-distribution? By searching on the internet I found that in Excel the formula to generate the random numbers is: =mean + stdev * T.INV(RAND(),df) where the mean, stdev, and df are determined from historical data. However, from your example, you mentioned that the standard deviation need to be scaled by sqrt((df-2)/df). Do I also need to scale it here to generate the random numbers? It'd be nice if you can point me to relevant books/articles on this topic. Thank you.

why did u multiply insensitive assetes and liabilities with duration generated via whole asset and liabilities ? isnt that true that only sensitive assets may change if IR changes.

Придётся смотреть все Ваши видео ) спасибо

When do I use log returns and when do I use simple returns for the calculation?

How about using VOM 24:57 (variable order Markov chain). Do you find them more suitable for boosting of prediction accuracy?

Hi Sava, Any chance that you could implement Hierarchical Risk Parity in excel? I know, stupid question 🤕

You have a real knack for teaching. This video is superb. Thank you.

Thank you for your kind words regarding the research paper. I would be happy to clarify the software utilized for data analysis. The analyses and graphical representations were conducted using Excel?

Wondering if it applicable for supervisory test for central counterparties

Thanks, you saved me from failing my exam ❤