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. Prerequisites: ECON 609.
- Prerequisite: ECON 609
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 26236D | 001 | Lecture | 2:00-5:20pm | Thursday | 4 of 25 | Hyungsik Roger Moon | KAP165 | PDF (59027 KB) |  |