Financial Econometrics Lecture 1, Part 1

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...

[@aditya-dixit]

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

[@anthonyedwards7144]

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!

[@mohansing1]

Hi sir good morning

[@mohansing1]

I would like to have your classes online for MBA

[@mohansing1]

Pls let me know sir