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.
- Professor: EDUARDO ROSSI