financial_econometrics_19_20
Financial Econometrics' course material (2019 - 2020)
Syllabus, exam rules and instructions on groups' formation are available below.
FORM GROUPS OF 6
Lecture of 24/02: Presentation of the course, review of the linear model.
Lecture of 25/02: Review of the linear model, estimation of AR.
Lecture of 27/02: Practise with MATLAB.
Lecture of 02/03: Review of the linear model, consistency.
Lecture of 03/03: Review of the linear model, asymptotic normality.