Financial Econometrics

Financial Econometrics

MT2018, Said Business School, University of Oxford

This course introduces students to modern financial econometrics, providing them with appropriate techniques for empirical investigations in financial economics.

Syllabus

Cross-Sections (Week 5 & 6)

Lecture handouts

Empirial assignment

Problem Set Week 5

Problem Set Week 6

Problem Set Week 7

Reading material

Time-Series (Week 7 & 8)

Lectures handouts

Problem Set Week 8

Reading material