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picture1_Building Pdf 56270 | Courses Descriptions Summer Semestr 2017 2018


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 78x       Filetype PDF       File size 0.33 MB       Source: wzr.ug.edu.pl


File: Building Pdf 56270 | Courses Descriptions Summer Semestr 2017 2018
Econometrics of financial markets ECTS Points* Hours Year: Semester: Status* Language: 4 Lectures: 15 2017/2018 summer wdw English Lecture Teacher: Sabina Nowak, PhD E-mail: sabina.nowak@ug.edu.pl Content/ Course ...

icon picture PDF Filetype PDF | Posted on 22 Aug 2022 | 2 years ago

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...Econometrics of financial markets ects points hours year semester status language lectures summer wdw english lecture teacher sabina nowak phd e mail ug edu pl content course description foundations efficient market theory and its critics forms efficiency with appropriate methods testing basics microstructure the bid ask spread components modeling transactions data event study analysis measuring analyzing abnormal returns modelling volatility characteristics structure model steps in building arch garch models bibliography campbell j y lo a w mackinlay c princeton university press new jersey cuthbertson k nitzsche d quantitative economics stocks bonds nd foreign exchange ed john wiley sons chichester de jong f rindi b cambridge fama capital review empirical work journal finance vol no pp ii studies economic literature maddala g s introduction to rd mills t markellos r n econometric time series ramanathan introductory applications south western mason grading written report discussed lect...
								

							

						
	
												
				
					
					
					
			
					
				
				
		
	

	
		





	

	
				

						

						
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										Category:  Uncategorized / Uncategorized 
										
Posted on: 22 Aug 2022 | 2 years ago
										
										
Tag:
																																		download pdf,
																								courses,
																								descriptions,
																								summer,
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																								2017,
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Filetype: PDF
										
File size: 0.33 MB
										
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										Wan learn
											

												Wan learn