# financial econometrics Tag

## 07 JunHow the Market Rewards Disruptors

Annual P/E ratios for disruptive companies are far higher than historical levels, leading analysts to believe their shares were overpriced. Yet the extraordinary performance of disruptive companies in the market suggests that their shares were persistently underpriced....

## 14 MayWhat is financial econometrics?

In this series of posts, we will make a brief introduction in one-sample parametric test using the student t-test statistical test. ...

## 21 FebPearson and Spearman Correlations

In this post we will learn about some important correlation coefficients, essential for exploratory data analysis and model building....

## 15 JanAssumptions of Linear Regression

Linear regression is one of the most popuar econometrics models. In this post you will learn that in order to define correctly a linear regression model, certain assumptions must be true....

## 14 JanA Brief Introduction to Linear Regression

Linear regression is one of the most popuar econometrics models. In this post we will make a gentle introduction to some mathematical formulas describing the linear regression process....

## 02 JanBasic Concepts in Time Series Analysis (Part-5)

In this fifth post of the series, we will present briefly the necessary steps in order to produce time series forecasts....

## 20 DecChecking for Stationarity in Time Series

In this post you will learn the steps to take in order to decide whether a time series is stationary or not by inspecting graphically and statistically the time series....

## 18 DecBasic Concepts in Time Series Analysis (Part-4)

In this post, the fourth of the sereis regarding time series analysis, we will discuss about stationarity, an important concept in time series analysis....

## 10 DecBasic Concepts in Time Series Analysis (Part-3)

In this third post about time series analysis, you will learn about the two main categories in forecasting modeling of time series....

## 05 DecBasic Concepts in Time Series Analysis (Part-2)

In this post we will discuss about time series components such as: seasonality, trend, cyclicality and irregularity....