Economics (2012) |
Subjects |
EMPRIRICAL ANALYSIS OF FINANCE |
Sources of information |
IDENTIFYING DATA | 2012_13 |
Subject | EMPRIRICAL ANALYSIS OF FINANCE | Code | 16635234 | |||||
Study programme |
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Cycle | 2nd | |||||
Descriptors | Credits | Type | Year | Period | ||||
3 | Optional | Only annual |
Competences | Learning aims | Contents |
Planning | Methodologies | Personalized attention |
Assessment | Sources of information | Recommendations |
Basic |
Chris Brooks , Introductory Econometrics for Finance, 2nd edn, 2008, Cambridge University Press |
- Campbell J.Y., A.W. Lo and A.C. MacKinlay (2005), The Econometrics of Financial Markets, 2nd edn, Princeton University Press. - Engle R.F. (2001), Financial econometrics: A new discipline with new methods, Journal of Econometrics 100,53-56. |
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Complementary | |