FIN-604 / 3 crédits

Enseignant(s): Jondeau Eric, Fuster Andreas

Langue: Anglais

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

Dans les plans d'études

  • Forme de l'examen: Ecrit (session libre)
  • Matière examinée: Financial Econometrics I
  • Cours: 28 Heure(s)

Semaine de référence