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Conduit Fees Introduction
- Author(s):
- David Lee (see profile)
- Date:
- 2023
- Group(s):
- Business Management
- Subject(s):
- Accounting, Pricing, Finance, Public
- Item Type:
- Report
- Tag(s):
- conduit administration fee, fee process, financial modeling
- Permanent URL:
- https://doi.org/10.17613/9pxc-rh30
- Abstract:
- Accounting requires the ability to forecast conduit administration fees. a simple stationary lognormal model for the fees is presented. Initially, the stationarity of the sweep fees is tested by measuring the level of mean reversion. Using a Dickey-Fuller statistical test the conduits are checked for approximate stationarity. Next, assuming the raw fee data is stationary, the proposed lognormal form of the model is investigated. A Jarque-Bera statistical test formalizes this step.
- Notes:
- https://hal.science/hal-03749503/document
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 4 weeks ago
- License:
- Attribution
- Share this:
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conduitfees.pdf