Teaching Material
Syllabus
Slides: Part I, Part II, Part III, Part IV, Part V
Literature
R Codes: Part I, Part II, Part III, Part IV
Datafile: MSFT, CHF/AUD, T-Bills, REITs
R libraries: highfrequency (tutorial here)
R tutorials: R for Econometrics
Assignment 2025 (submission deadline: Saturday May 24)
Assignment
T-Bills