Financial Econometrics Lecture 1, Part 1
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- Опубликовано: 11 сен 2024
- 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.
Link to Part 2: • Financial Econometrics...
Corresponds to chapters 1 and 2 of the Brooks textbook "Introductory Econometrics for Finance."
Textbook Link
Introductory Econometrics for Finance
amzn.to/2YJc2Tu
Link to tutorial on time series graphs in Stata: • Time Series Plots in S...
Interesting to look at AAPL stock, since it has gone up tremendously with the profit expectations and the announcement of the split
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!
Hi sir good morning
I would like to have your classes online for MBA
Pls let me know sir