Teaching
Teaching
Equity Factor Models
Equity Factor Models
Paris Dauphine University
The objective of the course is to study preminent equity factor models, focusing on the theory of empirical asset pricing and how it impacted the financial markets industry.
Time Series Methods & Forecasting
Time Series Methods & Forecasting
Lancaster University
The purpose of this core course is to provide students with an in-depth understanding of the fundamental concepts of time series econometrics and forecasting and with the practical skills to use econometric software to model and forecast economic time series and identify models with the best forecasting abilities.