Financial Econometrics：金融计量经济学.pdf

Financial Econometrics product: 4355 | course code: c359 Financial Econometrics © Centre for Financial and Management Studies SOAS, University of London 2010, 2011, 2013 All rights reserved. No part of this course material may be reprinted or reproduced or utilised in any form or by any electronic, mechanical, or other means, including photocopying and recording, or in information storage or retrieval systems, without written permission from the Centre for Financial Management Studies, SOAS, University of London. Financial Econometrics Course Introduction and Overview Contents 1 Introduction and Outline of the Course 2 2 Course Objectives 3 3 Course Structure 4 4 The Course Author 8 5 Study Materials 9 6 Assessment 11 References 19 Financial Econometrics 1 Introduction and Outline of the Course Welcome to the course on Financial Econometrics. The first objective of this course is to introduce the main econometric methods and techniques used in the analysis of issues related to finance. A course with the title Financial Econometrics assumes that such a field exists. However, as this quote