Economics 614:
Economic and Financial Time Series II (4.0 units)
Stock returns, predictability and volatility, random walk and variance-bounds tests, estimation of capital asset, multifactor, and derivative pricing models, term structure of interest rates.
- Prerequisite: ECON 511
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 26236D | 001 | Lecture | 2:00-4:50pm | Monday | 4 of 30 | Shinichi Sakata | GFS222 |  |