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