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zip |
Readings/Data |
Motivational Song |
| Session 1 |
Fri, 13/10/2023 |
Review – Basics |
Readings |
Iron Maiden – Brave New World |
| Session 2 |
Fri, 20/10/2023 |
Introduction Software and Data |
Guns N’ Roses – Welcome To The Jungle
AC/DC – It’s a Long Way to the Top (If You Wanna Rock ‘n’ Roll) |
| Session 3 |
Fri, 27/10/2023 |
| Session 4 |
Fri, 03/11/2023 |
Asymptotic Theory |
Readings |
Metallica – Nothing Else Matters
Iron Maiden – The Writing on the Wall |
| Session 5 |
Fri, 10/11/2023 |
| Session 6 |
Fri, 17/11/2023 |
GMM |
Readings |
Metallica – Master of Puppets |
| Session 7 |
Fri, 24/11/2023 |
Monte Carlo Study, Times Series Modelling, Maximum Likelihood
Volatility Modelling |
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Megadeth – Soldier On! |
| Session 8 |
Fri, 01/12/2023 |
High Frequency Econometrics I |
Readings |
Metallica – Enter Sandman
Anthrax – In the End
Nightwish – Over the Hills and Far Away |
| Session 9 |
Fri, 08/12/2023 |
High Frequency Econometrics II
Realized Volatility |
| Session 10 |
Fri, 15/12/2023 |
ASSESSMENT, Fylde C32 13:00-16:00 |
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Megadeth – Symphony of Destruction |
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