This course covers both theoretical and practical aspects of modern econometric models that are used by financial institutions, investment banks, central banks,
governments, think tanks, and other research institutes. The emphasis is on asset pricing and volatility modeling. The course will be accompanied by a
empirical examples in Matlab. At the end of the course student is familiarized with the modern econometric techniques use in the analysis of financial data.
- Teacher: EDUARDO ROSSI
- Teacher: LORENZO TRAPANI