FIN-604 / 3 crédits

Enseignant(s): Fuster Andreas, Jondeau Eric

Langue: Anglais

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

Dans les plans d'études

  • Forme de l'examen: Ecrit (session libre)
  • Matière examinée: Financial Econometrics I
  • Cours: 28 Heure(s)

Semaine de référence

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