Dario Maimone Ansaldo Patti
Applied Financial Econometrics
This page contains information about the course of Applied Financial Econometrics, taught at the M.Sc. in Banking & Finance (2020-21). Notes, dataset and do files used during the lectures can be downloaded from here. Additional information/material will be posted in this page. The page also contains information about a small introductory course to Stata. All lectures will take place via Microsoft Teams.
Introduction to Stata
14/01/2021 - Lecture 1 - Dataset
15/01/2021 - Lecture 2 - Dataset1 & Dataset2 - Do file
28/01/2021 - Lecture 3 - Dataset - Do file
29/01/2021 - Lecture 4 - Dataset
12/02/2021 - Lecture 5 - Dataset
25/02/2021 - Lecture 6 - Dataset
04/03/2021 - Lecture 7 - Dataset
19/03/2021 - Lecture 8 - Dataset
Exam paper can be downloaded from here. Submission should be done electronically by the 27/03/2021.