Sn
| Topics
|
| Probability
|
01
| Probability
|
02
| Bayesian Analysis
|
|
|
| Random Variables
|
01
| Descriptive Statistics - Mean, Variance, Skewness, Kurtosis
|
02
| Properties of Random Variables
|
03
| Common Univariate Random Variable aka Probability Distributions
|
04
| Discrete Distributions - Uniform, Benoulli, Binomial, Poisson
|
05
| Continuous Distributions - Exponential, Gamma, Weibull, Beta
|
06
| Normal and Log normal Distributions
|
07
| Checking Distribution of Financial Returns
|
08
| Covariance & Correlation
|
|
|
| Sampling Theory
|
01
| Sampling Distributions
|
02
| Central Limit Theorem
|
|
|
| Hypothesis Testing
|
01
| Testing of Means & Difference of Means
|
02
| Testing of Variance
|
03
| Testing of ratio of Variance
|
04
| Bonferroni Test (Multiple Testing)
|
|
|
| Regression
|
01
| 7 Ways to get Regression Output
|
02
| ANOVA, Regression Statistics and Hypothesis Testing
|
03
| Gauss Markov Assumptions
|
04
| Detecting & Correcting Heteroskedasticity
|
05
| Detecting & Correcting Multicollinearity
|
06
| Detecting & Correcting Omitted Variable Bias
|
07
| Regression Output Uncertainity
|
|
|
| Time Series Modelling
|
01
| Time Series Mind Map
|
02
| Non Stationary Time Series - Trend & Seasonality
|
03
| Covariances for AR & MA Models
|
|
04
| Use of ACF & PACF
|
|
05
| ARMA Parameter Estimation using MLE
|
|
06
| Building ARMA forecasts
|
|
07
| Checking White Noise (Ljung Box & Box Pierce Q statistic)
|
|
08
| Forecasting accuracy of model
|
|
09
| Improving error terms by including ARCH GARCH terms
|
|
