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标题: 13: Time-Series Analysis-LOS g习题精选 [打印本页]
作者: 土豆妮    时间: 2010-4-8 16:01     标题: [2010]Session 3:-Reading 13: Time-Series Analysis-LOS g习题精选

Session 3: Quantitative Methods: Quantitative
Methods for Valuation
Reading 13: Time-Series Analysis

LOS g: Discuss the instability of coefficients of time-series models.

 

 

 

The primary concern when deciding upon a time series sample period is which of the following factors?

A)
 The length of the sample time period.
B)
 Current underlying economic and market conditions.
C)
 The total number of observations.

作者: 土豆妮    时间: 2010-4-8 16:01

The primary concern when deciding upon a time series sample period is which of the following factors?

A)
 The length of the sample time period.
B)
 Current underlying economic and market conditions.
C)
 The total number of observations.


There will always be a tradeoff between the increase statistical reliability of a longer time period and the increased stability of estimated regression coefficients with shorter time periods. Therefore, the underlying economic environment should be the deciding factor when selecting a time series sample period.

作者: 土豆妮    时间: 2010-4-8 16:01

Which of the following statements regarding the instability of time-series models is most accurate? Models estimated with:

A)
 shorter time series are usually more stable than those with longer time series.
B)
 a greater number of independent variables are usually more stable than those with a smaller number.
C)
 longer time series are usually more stable than those with shorter time series.

作者: 土豆妮    时间: 2010-4-8 16:01

Which of the following statements regarding the instability of time-series models is most accurate? Models estimated with:

A)
 shorter time series are usually more stable than those with longer time series.
B)
 a greater number of independent variables are usually more stable than those with a smaller number.
C)
 longer time series are usually more stable than those with shorter time series.


Those models with a shorter time series are usually more stable because there is less opportunity for variance in the estimated regression coefficients between the different time periods.

作者: 土豆妮    时间: 2010-4-8 16:01

The main reason why financial and time series intrinsically exhibit some form of nonstationarity is that:

A)
 serial correlation, a contributing factor to nonstationarity, is always present to a certain degree in most financial and time series.
B)
 most financial and time series have a natural tendency to revert toward their means.
C)
 most financial and economic relationships are dynamic and the estimated regression coefficients can vary greatly between periods.

作者: 土豆妮    时间: 2010-4-8 16:02

 

The main reason why financial and time series intrinsically exhibit some form of nonstationarity is that:

A)
 serial correlation, a contributing factor to nonstationarity, is always present to a certain degree in most financial and time series.
B)
 most financial and time series have a natural tendency to revert toward their means.
C)
 most financial and economic relationships are dynamic and the estimated regression coefficients can vary greatly between periods.


 

Because all financial and time series relationships are dynamic, regression coefficients can vary widely from period to period. Therefore, financial and time series will always exhibit some amount of instability or nonstationarity.

作者: luqian55    时间: 2010-5-30 16:52

thanks
作者: 下一站幸福    时间: 2010-7-25 10:11     标题: 如果爱请深爱

如果爱请深爱

　　我不想成为你的猎物，如果你喜欢我就请尊重我！或许你是一个拥有无限魅力的男孩子，但请不要拥有玩玩而已的心态与我交往，因为我绝不是你想象中的女孩。如果你只是为了和我上一次床或者N次床，那就不必在我身上浪费时间，因为我绝不会成为你N个女孩当中的一个。
　　我承认在重庆整形医院时就喜欢你，喜欢那个可以处处给我关心和安全感的人，我觉得你很好，觉得你很优秀，但这不代表我可以接受你的任何要求。一直以来不做清高的女孩，因为我没有清高的资本，但是也绝不做一个不自重的女孩。如果你只是想证明自己的魅力那么请不要把精力放在我身上，因为我会让你失望！
　　我相信你，相信这种喜欢，也相信这种憧憬。其实我不在乎你家的条件，也更不在乎割双眼皮好吗，我要的，不过是你的爱我而已。如果你能做到爱我，如果你能懂得珍惜我，那么即使你什么都没有什么都不是我也不会离开你。如果你真心的想要一段稳定的感情，那么我可以很大胆的说我可以。
　　你说人生就是赌博，但是我想告诉你，在情感的世界里，我输不起。尽管我很坚强，尽管我很乐观，但是我不知道怎样瘦脸！每个男孩子都能在生命中邂逅很多女孩，我想很多女孩也是。我却不是，每一次恋爱我都想是自己的最后一次，不过最后的结果却要我很难接受。
　　如果你真的喜欢我，那么请你用心去对待我。收起你的玩玩而已，给我一个可以依靠和避风的港湾。一个瘦身
的女孩子不配得到真爱，这是我这么多年一直坚持的，不会有任何人让我改变这个理念！虽然我只是个很丰胸的女孩，但我却坚信自己可以拥有想要的幸福！
　　如果你选择和我交往，那么请全新去对待和审视自己。如果你真的认为自己不会玩玩而已的去对待我，那么我会情愿的给你我的所有。不管以前的你是一个什么样的人，不管你曾经的心态是什么，遇到我，要么你改变，要么你继续走自己的路线，如果你坚持，那么请不要走进我的世界。我的世界绝不允许你走来走去！
　　我承认自己喜欢你，为了一个素未谋面的人哭，为了一句话会难过半天。我喜欢你，但请不要玩弄我的感情，因为我真的伤不起。你说我把问题复杂化了，你说原本是很简单的问题，可是你知道吗？一个女孩子如果失去了原则和理性，那么她即使再聪明也会成为别人的猎物。
　　很多事情我们无法左右，包括感情，但是我坚持那句我一直坚持的话：不轻易做出决定，一旦做了就不会后悔。如果爱请深爱，如果不爱请走开！
作者: annyyu    时间: 2010-11-24 10:27

re



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