Syllabus
Lecture Notes
- Introduction
- Mathematical Foundations: Part I
- Mathematical Foundations: Part II
- The Predictability of Asset Returns: Part I
- The Predictability of Asset Returns: Part II
- Linear Time Series Analysis: Part I
- Linear Time Series Analysis: Part II
- The Capital Asset Pricing Model
- Factor Models
- Multivariate Time Series Analysis
- Cointegration and the Error Correction Models
- Time-Varying Volatility