Imperial College London
Portrait Picture

Emeritus ProfessorKarimAbadir

Business School

Emeritus Professor in Financial Econometrics
 
 
 
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Contact

 

k.m.abadir

 
 
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Location

 

3.0353 Prince's GateSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Abadir:2013,
author = {Abadir, KM},
journal = {Central European Journal of Economic Modelling and Econometrics},
pages = {231--248},
title = {Lies, damned lies, and statistics? Examples from finance and economics.},
url = {http://hdl.handle.net/10044/1/30057},
volume = {5},
year = {2013}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - Reliable data analysis is one of the hardest tasks in sciences and socialsciences. Often misleading and sometimes puzzling results arise when theanalysis is done without regard for the special features of the data. In thisexposition, I will focus on designing new statistical tools to deal with someprominent questions in Finance and Economics. In particular, I will talk aboutthe following. (1) How to characterize the randomness of variables, motivated bya problem in the pricing of financial options. (2) Uncovering the relation betweeninterest rates on different maturities, now and in the future; the "term structureof interest rates". (3) Modelling the unconventional nonlinear long-memorydynamics that arise from a general-equilibrium economic model, and theirimplications for exchange rates, stock market indexes, and all macroeconomicvariables; with recommendations for trading in financial markets, but also forthe design of macroeconomic stabilization policies by governments.
AU  - Abadir,KM
EP  - 248
PY  - 2013///
SN  - 2080-119X
SP  - 231
TI  - Lies, damned lies, and statistics? Examples from finance and economics.
T2  - Central European Journal of Economic Modelling and Econometrics
UR  - http://hdl.handle.net/10044/1/30057
VL  - 5
ER  -
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