Category:MFE

MFE Financial Econometrics

Welcome to the Oxford MFE Financial Econometrics Wiki. Here you will find

• Course Notes
• Slides and Handouts
• MATLAB materials
• Eviews materials
• Exam information
• Any other important information

Below you will find a comprehensive list of all pages related to my MFE teaching.

The MFE MATLAB page and the MFE MATLAB Introduction contain information relevant to the use of MATLAB in the course.

As the term progresses, I will be posting material such as notes, problem sets, solutions and the class presentation to

• MT Week 5
• MT Week 6
• MT Week 7
• MT Week 8

• HT Week 1
• HT Week 2
• HT Week 3
• HT Week 4
• HT Week 5
• HT Week 6
• HT Week 7
• HT Week 8

Data used in class is available :

• Data Files

The MATLAB companion course material is also organized into weekly pages containing the assignment, solutions and any required m- and data-files.

• MATLAB MT Assignment 1
• MATLAB MT Assignment 2
• MATLAB MT Assignment 3
• MATLAB MT Assignment 4
• MATLAB MT Assignment 5
• MATLAB MT Assignment 6

• MATLAB HT Assignment 1
• MATLAB HT Assignment 2
• MATLAB HT Assignment 3
• MATLAB HT Assignment 4
• MATLAB HT Assignment 5
• MATLAB HT Assignment 6

• Assessed Assignment 1
• Assessed Assignment 2
• Assessed Assignment 3