Economics 614:

Economic and Financial Time Series II (4.0 units)

Stock returns, predictability and volatility, random walk and variance-bounds tests, estimation of capital asset, multifactor, and derivative pricing models, term structure of interest rates.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
26236D001Lecture2:00-4:50pmMonday4 of 30Shinichi SakataGFS222session datesbook list
Information accurate as of 8/31/2014 2:56 PM.