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Lecture Notes

Financial Econometrics

15 years 3 months ago
Financial Econometrics
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models Event Studies, Time Series Analysis, Predicting Asset Returns, ARCH and GARCH, Option Pricing and Estimation of Continuous Time Processes Kernel Density Estimation and Regression.
Paul Söderlind
Added 17 Jan 2009
Updated 22 Jan 2009
Year 2006
Authors Paul Söderlind
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