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# 金融代写|金融实证分析方法代写Financial Empirical代考|FINANCE630 Financial Econometrics: Methods and Models

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## 金融代写|金融实证分析方法代写Financial Empirical代考|Financial Econometrics: Methods and Models

To study the characteristics of the financial system and stock market issues, a wide range of financial econometric methods are used (Islam and $\mathrm{Oh} \mathrm{2003}$; Moosa 2003a; Mills 1999; Campbell, Lo and Mackinlay 1997; Cuthbertson 1996). These methods include descriptive statistics such as mean, median, standard deviation, skewness and kurtosis. Other econometric methods include the ordinary least squares method and its extensions, the maximum likelihood method, the unit root test, error correction and cointegration methods, and the linear and non-linear volatility modelling process. Univariate time series econometrics models such as the moving average, exponential smoothing, Holt Winters and autoregressive integrated moving average model, are also used in the study. Applications of these methods provide useful information about the empirical characteristics of the financial system and stock market and the above topics and methods form the subject matter for the discipline of empirical finance. Financial econometric studies of developing countries can be gathered into a separate discipline of empirical development finance such as this book.

## 金融代写|金融实证分析方法代写Financial Empirical代考|The Thai Financial System and the Emerging Stock Market

The financial sector plays a very crucial role in the Thai economy. Over the past decades, many such as Masuyama et al. (1999) and Lewis (1998) have viewed Thailand’s economy as an “economic miracle”. Thailand achieved and sustained high rates of economic growth, recording one of the highest average growth rates in the region. During the liberalization and globalization of the financial system, which took place between 1991 and 1993, foreign investors saw Thailand as a lucrative investment destination. The Thai economy responded by removing barriers to the inflow of foreign capital and investment. After the Asian financial and economic crisis in 1996, the Thai economy shifted dramatically from a high growth to a sharp decline in economic activity.

Undoubtedly, the stock market plays a major role in the Thai financial system. Massive investment in Thailand’s stock market during 1992-1994 shifted the stock market index up from around 800 points to 1600 points. It is believed that stock market performance underlies the growth of the Thai economy, because its economic characteristics have a profound influence on the allocation of capital resources (Masuyama et al. 1999; Lewis 1998). However, it was the Asian economic crisis that spelt the end of the Thai economic miracle and the announcement of the devaluation of the Thai bath, which followed greatly impacted upon the Thai stock market. By the end of 1997, the stock market index fell to just 370 points.

It is important to have an understanding of the stock market and other financial markets in Thailand to formulate effective economic and financial policies that foster Thailand’s economic development. It is also essential to study Thailand’s pre- and post-crisis stock market by utilizing quantitative financial econometric approaches that provide an in-depth understanding of the impact of the crisis on various aspects of the Thai stock market such as efficiency, valuation, predictability, speculative bubbles, anomalies and volatility and their possible effect on the economy’s slowdown.

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MATLAB 是一种用于技术计算的高性能语言。它将计算、可视化和编程集成在一个易于使用的环境中，其中问题和解决方案以熟悉的数学符号表示。典型用途包括：数学和计算算法开发建模、仿真和原型制作数据分析、探索和可视化科学和工程图形应用程序开发，包括图形用户界面构建MATLAB 是一个交互式系统，其基本数据元素是一个不需要维度的数组。这使您可以解决许多技术计算问题，尤其是那些具有矩阵和向量公式的问题，而只需用 C 或 Fortran 等标量非交互式语言编写程序所需的时间的一小部分。MATLAB 名称代表矩阵实验室。MATLAB 最初的编写目的是提供对由 LINPACK 和 EISPACK 项目开发的矩阵软件的轻松访问，这两个项目共同代表了矩阵计算软件的最新技术。MATLAB 经过多年的发展，得到了许多用户的投入。在大学环境中，它是数学、工程和科学入门和高级课程的标准教学工具。在工业领域，MATLAB 是高效研究、开发和分析的首选工具。MATLAB 具有一系列称为工具箱的特定于应用程序的解决方案。对于大多数 MATLAB 用户来说非常重要，工具箱允许您学习应用专业技术。工具箱是 MATLAB 函数（M 文件）的综合集合，可扩展 MATLAB 环境以解决特定类别的问题。可用工具箱的领域包括信号处理、控制系统、神经网络、模糊逻辑、小波、仿真等。