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Jeff Hamrick
Demonstrations 1 - 17 of 17
Expected Returns of the Dow Industrials, Beta Model
Exploring Measures of Association
Bootstrapping Credit Default Swap Data
Linear Dependence between Two Bernoulli Random Variables
Estimating the Local Mean Function
Acceptance/Rejection Sampling
Simulating the 2008 U.S. Presidential Election
The Method of Inverse Transforms
The Perturbed Rat
Modeling Return Distributions
Pricing a European-Style Arithmetic Asian Option: Comparing Bootstrapping and Simulation Approaches
The Method of Common Random Numbers: An Example
The Envelope Theorem: Numerical Examples
Bootstrapping to Compute Value-at-Risk Standard Errors
Expected Returns of the Dow Industrials, Fama-French Model
Kernel Density Estimation
Simulating Asset Prices with a GARCH(1,1) Model
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