本次香港作业主要为stata应用研究的金融代写限时测试
1号
转到Yahoo Finance，并下载所选公司的每月数据。
绘制价格，对数价格和收益的时间序列图。计算平均值方差，标准差，偏度和峰度。绘制直方图每个数据系列。如果您觉得自己很勇敢，请尝试绘制收益和收益的自相关图平方收益。评论。
一些帮助您进入Stata的提示：启动Stata，然后打开Data Editor（编辑）。
从csv文件复制调整后的收盘价，然后将其粘贴到Stata Data中编辑。可以将默认变量名称更改为有意义的名称：
将var1重命名为somename。接下来，生成date = n将创建一个运行索引您可以将其用作模拟日期。通过输入将数据集设置为时间序列命令tsset日期。您现在可以使用滞后和差异运算符，并且使用命令tsline创建时间序列图。可以通过以下途径获得Stata的帮助：
键入帮助直方图
硬汉2
使用样本文件生成人工“超额收益”数据集，该数据集遵循CAPM规范：
过剩的市场回报率介于2％和8％平均异常回报率0：5Beta，例如1：2正态分布噪声，零均值和方差，例如。 5生成\ market“和\ stock”超额收益的散点图，并包括估计的回归线。写下\ true“模型方程式和相应的估计模型方程式。写下/画出/识别您的产生的输出在开始时列出了与回归相关的概念。评论。
解释以上实验的设置，然后尝试更改参数。
你观察到什么？
硬汉3
使用HW3.dta中设置的数据（市场回报率，其他风险因素，无风险利率，行业投资组合回报）。
估算行业组合的CAPM和多因素CAPM \“耐久财”和/或\“电信”。
报告相关输出。评论。
解释点估计，标准误差和置信区间的概念。
请牢记这些，解释估计的模型参数。
HW1
Go to Yahoo Finance, and download monthly data on a company of your choice.
Plot a time series graph of the prices, log-prices, and returns. Calculate mean,variance, standard deviation, skewness, and kurtosis for each. Draw a histogram of each data series. If you feel brave, try graphing autocorrelation of returns and squared returns. Comment.
Some hints to get you going in Stata: Launch Stata, and open Data Editor (Edit).
Copy the Adjusted Closing Price from the csv le, and paste it into Stata Data Editor. Have a go changing the default variable name to something meaningful:
rename var1 somename. Next, generate date = n will create a running index that you can use as a mock date. Set the data set as time series by typing in command tsset date. You may now use the lag and di erence operators, and create time series graphs with command tsline. Stata’s help is available by typing, for example, help histogram
HW2
Use the sample do- le to generate an arti cial \excess return” data set that follows a CAPM speci cation:
Excess market returns ranging between e.g. 2% and 8%
Average abnormal return e.g. 0:5
Beta e.g. 1:2
Normally distributed noise, zero mean and variance eg. 5
Produce a scatter plot of the \market” and \stock” excess return and include the estimated regression line in it. Write down the \true” model equation and the corresponding estimated model equation. Write down / draw / identify in your produced outputs the regression related concepts listed at the start. Comment.
Interpret the set up of the above experiment, and try varying the parameters.
What do you observe?
HW3
Use data set in HW3.dta (market return, additional risk factors, risk-free rate,
industry portfolio returns).
Estimate CAPM and multifactor CAPM for industry portfolios \Nondurables”
and/or \Telecommunications”.
Report relevant output. Comment.
Explain the concepts of point estimates, standard errors, and con dence intervals.
Keeping those in mind, interpret the estimated model parameters.