Financial Empirical Methods

Credits: 1.5


This doctoral seminar covers the empirical techniques used most often in the analysis of financial markets and their application to actual market data. Topics covered include the statistical properties of asset returns and the efficient markets hypothesis, empirical tests of asset pricing models (CAPM, APT, Intertemporal CAPM, Consumption CAPM), and tests of conditional asset pricing models. Topics of related interest may also be covered.