MFE Financial Econometrics Course Sites¶
The course websites contain all of the Financial Econometrics I and II material.
The complete set of notes covers all aspects of the Financial Econometrics I and II courses.
The introduction course and companion course are designed to accompany Financial Econometrics I and II and to provide tools needed in Empirical Asset pricing. This course is substantially self-supported.
Older courses that are not currently offered.
Advanced Financial Econometrics: Forecasting (2020)¶
The course website for Advanced Financial Econometrics: Forecasting contains all material distributed in Trinity Term 2020.