Financial econometrics - modulo avanzato (2007/2008)

Course Not running, not visible

Course code
4S00241
Name of lecturer
Laura Magazzini
Number of ECTS credits allocated
1
Academic sector
SECS-P/05 - ECONOMETRICS
Language of instruction
Italian
Period
1° Q dal Oct 3, 2007 al Dec 4, 2007.

To show the organization of the course that includes this module, follow this link * Course organization

Lesson timetable

Learning outcomes

This course aims at providing a set of econometric tools for the analysis of financial markets.

Syllabus

Econometric techniques will be applied to financial data for the analysis of:
- Capital Asset Pricing Model,
- Estimate of efficient frontier
- Performance analysis

The course material is available at http://dse.univr.it/magazzini

Assessment methods and criteria

Written exam.

Studying