AcF851 – Advanced Quantitative Methods 2020

Course Outline & Detailed Time Schedule (pdf)
Outline & Lecture Slides
zip Readings/Data
Session 1 Fri, 09/10/2020 Review – Basics Readings
Session 2 Fri, 16/10/2020  

Introduction Software and Data

Session 3 Fri, 23/10/2020
Session 4 Fri, 30/10/2020  

Asymptotic Theory

 

Readings

Session 5 Fri, 06/11/2020
Session 6 Fri, 13/11/2020 GMM Readings
Session 7 Fri, 20/11/2020 Monte Carlo Study, Times Series Modelling, Maximum Likelihood

Volatility Modelling

Session 8 Fri, 27/11/2020 High Frequency Econometrics I Readings
Session 9 Fri, 04/12/2020 High Frequency Econometrics II
Session 10 Fri, 11/12/2020 ASSESSMENT

Additional Course Material will be made available soon!