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Deadline : Friday 29th April, 2016 An important skill for any graduate student is the ability to independently read and critique research papers. You...

This assignment is to write a 3-4 page paper for a Quantitative Methods in Finance class. All details are as follows:

An important skill for any graduate student is the ability to independently read and critique research papers. You are asked to choose a research paper which is related with course materials and write a summary of the paper. This summary should be 3-4 pages long, double-spaced. The summary should summarize the paper and then provide your opinion on it. It should give the motivation for the work (i.e., why they wrote it), the methods they used (i.e., what they did and how they did it), and their conclusions (i.e., what they proved or found out). As for critiquing the paper, you should state whether you think the paper is valuable and why, and whether you think the methodology was sound (e.g., did they make unrealistic assumptions?). You should also point out anything you would have done differently, and also discuss what other research questions and problems the paper raises.

Topics covered in Lecture:

(You can choose which ever topic you would like.)

Presentation of Data and Descriptive Statistics

Probability Distributions: Applications to Asset Returns

Statistical Inference: Confidence Intervals and Hypothesis Testing

Regression Analysis and Linear (Matrix) Algebra

Time Series Analysis

Multifactor Model

Deadline : Friday 29 th April, 2016 An important skill for any graduate student is the ability to independently read and criTque research papers. You are asked to choose a research paper which is related with course materials and write a summary of the paper. ±his summary should be 3-4 pages long, double-spaced. ±he summary should summarize the paper and then provide your opinion on it. It should give the moTvaTon for the work (i.e., why they wrote it), the methods they used (i.e., what they did and how they did it), and their conclusions (i.e., what they proved or found out). As for criTquing the paper, you should state whether you think the paper is valuable and why, and whether you think the methodology was sound (e.g., did they make unrealisTc assumpTons?). You should also point out anything you would have done di²erently, and also discuss what other research quesTons and problems the paper raises. ±opics covered in Lecture: (You can choose which ever topic you would like.) PresentaTon of Data and DescripTve StaTsTcs Probability DistribuTons: ApplicaTons to Asset Returns StaTsTcal Inference: ConFdence Intervals and Hypothesis ±esTng Regression Analysis and Linear (Matrix) Algebra ±ime Series Analysis MulTfactor Model
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Presentation of data and descriptive statistics.pdf

Presentation of data and descriptive statistics
This is an analysis on a research paper done by Michael Bauer who is an economist in
the Economic Research Department of the Federal Reserve Bank of...

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