FINANANCIAL ECONOMETRICS

 

Professor Robert F. Engle

B30.3352

FALL 2002

 

 

DESCRIPTION & SYLLABUS

ASSIGNMENTS

Homework I - Due Sept. 17

Homework II – Due Oct. 1

Homework III – Due Oct. 29

DATA SETS – WinZip Download for Eview Files

SLIDES

Arch Garch Model

HANDOUTS

10/15/02 – Amin & Ng, Hull & White

10/22/02 – Duan, Rosenberg & Engle

11/5/02 – Engle & Susmel

11/26/02 – Engle & Russel