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Download Prof. Massimo Guidolin: 20192 - Financial Econometrics by ['Dewi Setyawati Putri'] in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
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: | |
Price: | FREE |
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