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.