MGT 6121 Application of Empirical Methods in Finance
3 crédits
Gestion
l'Ecole de gestion Telfer
Quantitative methods for testing financial theories. Experience in rigorous assessment of financial data and models. Topics include testing of asset-pricing models, event-study methodology, modelling of financial data (e.g., ARMA, GARCH), (non-linear) quantile regressions, GMM, causality, natural experiments, matching and selection models. Course delivered through practical examples and extensive use of a statistical software (e.g., EVIEWS, STATA).
Volet:
Séminaire
Terme proposées précédemment:
Hiver