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MFE Financial Econometrics I: Week 7

Teaching material from Week 7.

Financial Econometrics I: Week 7

Slides

These not new slides. The slide set remains fixed within the same module

Data Files

Data used in the IPython notebook-based slides.

Fama-French Data (pandas HDF)

Assignment

Solution Sketch

Weekly Assignment

Week 7 Assignment

Practice Quiz

Note: Oxford MFE Students only (Canvas)

Note: You might want to wait until after week 8 to attempt this quiz. It has questions that will likely not be covered until then.

Week 7 Quiz.

Pre-recorded content

Note: Oxford MFE Students only (Canvas)