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MFE Financial Econometrics II

The most-up-to-date information on MFE Financial Econometrics II

Financial Econometrics II


Slides with Markup

These slides contain the mark-up produced in the lecture including any derivations.

Practice Quizzes

There is a new quiz each week on the course canvas page.


Empirical Projects


See the notes page for standard and tablet optimized versions of the course notes.


See the MATLAB course page for assignments and data for the MATLAB introduction and companion course.

See the Python introduction and the Python companion course page for code, data and links to video presentations.