Financial Econometrics Lecture 1, Part 1

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A first look at asset price data, with example in Stata.
How to estimate a "random walk" regression, with asset price in log and level variants.

Corresponds to chapters 1 and 2 of the Brooks textbook "Introductory Econometrics for Finance."

Textbook Link
Introductory Econometrics for Finance

  1. Mike Jonas Econometrics
  2. econometrics
  3. lecture
  4. teaching econometrics
  5. financial econometrics
  6. asset price
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Комментарии
Автор

Hi! Thank you for providing us with these valuable lectures! Where can I go to finish the lecture? (I am only seeing part 1 and 2 of lecture 1)

Thank you again!

anthonyedwards
Автор

Interesting to look at AAPL stock, since it has gone up tremendously with the profit expectations and the announcement of the split

aditya-dixit