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. Prerequisites: ECON 609.
26236D001Lecture2:00-5:20pmThursday4 of 25Hyungsik Roger MoonKAP165PDF (59027 KB)session dates
Information accurate as of February 15, 2023 7:45 am.
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