BU 833
Empirical Asset Pricing
The second part of the Financial Econometrics seminar will be covered in this course. Time series techniques such as unit roots and cointegration will be studied. In addition, ARCH and GARCH Models, Binary Models and Non-Parametric tests will also be covered.
Prerequisites: EC655.
The second part of the Financial Econometrics seminar will be covered in this course. Time series techniques such as unit roots and cointegration will be studied. In addition, ARCH and GARCH Models, Binary Models and Non-Parametric tests will also be covered.
Prerequisites: EC655.
The second part of the Financial Econometrics seminar will be covered in this course. Time series techniques such as unit roots and cointegration will be studied. In addition, ARCH and GARCH Models, Binary Models and Non-Parametric tests will also be covered.
Prerequisites: EC655.