FIN-604 / 3 credits

Teacher(s): Jondeau Eric, Fuster Andreas

Language: English

Remark: From September to December


Frequency

Every year

Summary

We provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and for corporate finance.

Content

Keywords

Times series, volatility, non-normality, panel data, endogeneity

Learning Prerequisites

Important concepts to start the course

Basics in statistics and econometrics

Resources

Websites

In the programs

  • Exam form: Written (session free)
  • Subject examined: Financial Econometrics I
  • Lecture: 28 Hour(s)

Reference week