GRS EC 794
Presents econometric theory and methods for the analysis of financial markets. Topics include cross section and time series properties of asset returns, parametric and nonparametric volatility measurement, implied volatility, estimation of asset pricing models, continuous time models, systemic risk, and model uncertainty.
SPRG 2017 Schedule
|A1||Qu||SSW 546||MW 3:30 pm-4:45 pm|