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About Avramov Doron Financial Econometrics
This document outlines the syllabus for a course in financial econometrics taught by Professor Doron Avramov. It discusses the growth in quantitative methods in finance and the need for the course. The objectives are to provide an understanding of asset pricing issues and deliver econometric methods for research. Topics to be covered include regression analysis, hypothesis testing, portfolio optimization, volatility modeling, and risk management. Assessment includes problem sets, class participation, and a take-home final exam.
Detailed Information
| Author: | ['Machaca Alvaro Mamani'] |
|---|---|
| Publication Year: | 2013 |
| Pages: | 554 |
| Language: | English |
| Format: | |
| Price: | FREE |
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