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Econometrics is the application of statistical methods to economic data and whose purpose is to apply, test or refine economic theories. This data may concern macroeconomic aggregates (gross domestic product, household consumption, business investment, employment, etc.), financial markets (closing prices, trading volumes, etc.), or microeconomic datasets (...


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Econometrics means measurement in economics as per Chris Brook, so in the context of this question econometrics can be viewed as application of statistics to economic data/phenomena. Vast majority of econometrics involves regression, primarily time series analysis but also panel/cross sectional type approaches; but it can also use techniques that may not be ...


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The framework that manages CUSIP assignment is proprietary and managed by CUSIP Global Services (a subsidiary of S&P Global). The CUSIP Global Services Master File is web-based platform & API system that provides a wide-range of CUSIP data points, including newly assigned identifiers at daily, weekly and even intraday increments. Without subscribing ...


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A stock cusip changes whenever the company name changes (unlike, e.g. bond cusips). In this case, you can assume that the old cusip and the new cusip refer to the same stock, and all the historical data is still applicable. But there may be other reasons for a cusip change, such as corporate mergers or spin-offs or re-organizations. You'd be better off using ...


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Firstly, a Poisson distribution is discrete one, so you can get CDF by sumation instead of integration. See here how CDF looks like. Secondly, 95 % VaR is a opposite value to 5 % quantile of the distribution (i.e. if quantile is -10, VaR is +10, meaning loss 10), so have a look at some statistical table. For example here.


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