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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
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.
- Fall '14