Some Notes About Data

Risk and portfolio management with econometrics ver

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Unformatted text preview: bases? RISK AND PORTFOLIO MANAGEMENT WITH ECONOMETRICS, VER. 11/11/2012. © P. KOLM. 2 “Dirty Data” 1. Unintentional errors: decimal errors, typing errors, transposition errors, etc. 2. Intentional errors: “man-made” bad data a. Data contributors may transmit dummy data to test their connection b. Data contributors may copy and re-send data from other sources 3. System errors: Technical errors caused by computer system, software and network connection a. Erroneous data transformation between differen...
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This document was uploaded on 02/17/2014 for the course COURANT G63.2751.0 at NYU.

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