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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


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Weekly Assignments

Week 5 Assignment


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


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


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.