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Data and Code for《The Models and Methods of Financial Econometrics 》

April 23, 2019

RData

Exercise 1.R

Exercise 2 and 3.R

Exercise 4.R

Exercise 6.R

Closing_prices

btcprice.png

comb_norm_prices.png

covmat.png

F500ProblemSet1CodeQ1.m

F500ProblemSet1CodeQ2.m

F500ProblemSet1CodeQ4.m

getMarketDataViaYahoo.m

test.mlx

README.md

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teaching

F500 – Empirical Finance

 
Comparison between Chinese, US, and European Stock Markets

ps1.pdf

ps2b.pdf

ps3b.pdf

F500 Revision Session Questions.pdf

F500ProblemSet1Solutions.pdf

F500ProblemSet2Solutions.pdf

F500ProblemSet3Solutions.pdf

F500RevisionSessionSolutions.pdf

topic1pt1.pdf

topic1pt1.rap

topic1pt2.pdf

topic1pt2.rap

topic2.pdf

topic2.rap

topic3.pdf

topic3.rap

topic4.pdf

topic4.rap

topic5.pdf

topic5.rap

topic6.pdf

topic6.rap

topic7.pdf

topic7.rap

topic8.pdf

topic8.rap

 

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teaching

PIIA Paper 6 – Lent – Econometrics

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teaching

Phd30 – Topics in Advanced Econometrics

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About me

Address:
Faculty of Economics
Austin Robinson Building Sidgwick Avenue Cambridge, CB3 9DD

Tel:
+44 (0) 1223335229

Email:
obl20@cam.ac.uk

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