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The goal of this course is to present the main econometric model and the associated statistical methods used to study the behavior of stock market prices.
All finance and applied mathematics courses of 2nd year.
Practical project (100%)
The course exists in the following branches:
Course ID : WMMFMA11
The course is attached to the following structures:
You can find this course among all other courses.
C. Gourieroux : Modèles ARCH et applications financières. Economica
C. Gourieroux, O. Scaillet, A. Safarz : Econométrie de la Finance, Economica.
N. Shephard : Stochastic volatility. Advanced texts in Econometrics.
Date of update January 15, 2017