Embedded Files
Textbook: Brooks, Chris. (2014) Introductory Econometrics for Finance. 3rd ed. Cambridge University Press. (Buy a copy in Amazon here)
Reference 1 Reference 2 Reference 3 Reference 4 Reference 5 HINT!!!
Lecture 1: Introduction and Review
Lecture 2: Cross-Sectional Data Models I
Lecture 3: Cross-Sectional Data Models II
Lecture 4: Univariate Time-Series Data Models
Lecture 5: Multivariate Time-Series Data Models
Lecture 6: Non-stationary Data Models I
Lecture 7: Non-stationary Data Models II
Lecture 8: Nonlinearity I: Volatility and Correlation
Lecture 9: Nonlinearity II: Structural Breaks and Switching
Lecture 10: Panel Data Models
Google Sites
Report abuse