FIN-604 / 3 credits

Teacher(s): Fuster Andreas, Jondeau Eric

Language: English

Remark: If you would like to attend this course, please send an email to: to register


Every year


We provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and for corporate finance.



Times series, volatility, non-normality, panel data, endogeneity

Learning Prerequisites

Important concepts to start the course

Basics in statistics and econometrics

In the programs

  • Exam form: Written (session free)
  • Subject examined: Financial Econometrics I
  • Lecture: 28 Hour(s)

Reference week

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