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MFE Financial Econometrics I

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

Financial Econometrics I

Cross Sectional Analysis

Slides

Presentation
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Weekly Assignments

Week 5 Assignment

Notes

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

Computation

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

Archived

The MFE course has standardized on Python. The MATLAB course page remains available for anyone who wishes to use MATLAB. It has assignments and data for the MATLAB introduction and companion course.