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
Exam paper can be downloaded from here. Submission should be done electronically by the 27/03/2021.