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Prof. Massimo Guidolin: 20192 - Financial Econometrics PDF

17 Pages·2021·English
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by ['Dewi Setyawati Putri']| 2021| 17 pages| English

About Prof. Massimo Guidolin: 20192 - Financial Econometrics

This document provides an overview of a course on financial econometrics taught by Prof. Massimo Guidolin. The course aims to predict asset returns and risks. It will cover predicting return distributions using both unconditional and conditional models. Key concepts include different types of risks like market, liquidity, and credit risk. The course will also examine stylized facts of asset returns like non-normal distributions and time-varying correlations.

Detailed Information

Author:['Dewi Setyawati Putri']
Publication Year:2021
Pages:17
Language:English
Format:PDF
Price:FREE
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