ourseoutlineOverview Overview
I I Empirical Empirical asset asset pricing pricing
I.1 I.1 Theoretical Theoretical Background, Background, Stochastic Stochastic Discount Discount Factors Factors and GMM and GMM estimation estimation
I.2 I.2 Recent Recent models models
I.3 I.3 Testing Testing conditional conditional predictions predictions of of asset asset pricing pricing models models
I.4 Linear I.4 Linear factor factor models models and and the the basic basic pricing pricing equation equation
I.5 I.5 Regression Regression-based based tests tests of of asset asset pricing pricing models models
II II Econometrics Econometrics of of financial financial market market microstructure microstructure
II.1 Basic II.1 Basic concepts concepts
II.2 II.2 Structural Structural models models
III Event III Event study study methodology methodology
IV Financial time IV Financial time series series
IV.1 Time IV.1 Time series series properties properties of of asset asset prices prices and time and time series series models models of of heteroskedasticity heteroskedasticity
IV.2 IV.2 Multivariate Multivariate time time series series applications applications in in finance