Notas de Clase: Econometría + R


Econometric Analysis of Financial Market Data Preface The main purpose of this lecture notes is to provide you with a foundation to pursue the basic theory and methodology as well as applied projects involving the skills to analyzing ?nancial data. This course also gives an overview of the econometric methods (models and their modeling techniques)...+

Reporte: Convergencia, BCE

1 INTRODUCTION  Since the introduction of the euro in 11 EU Member States on 1 January 1999, six other countries have adopted the single currency, the most recent being Estonia on 1 January 2011. This means that ten EU Member States do not yet participate fully in EMU, i.e. they have not yet adopted the euro. Two of...+

Libro: Financial Economics …. Full Full

Lectures on Financial Economics These Lectures on Financial Economics are based on notes I wrote in support of advanced undergraduate and graduate lectures in ?nancial economics, macroeconomic dynamics, ?nancial econometrics and ?nancial engineering. Part I, “Foundations,” develops the fundamentals tools of analysis used in Part II and Part III. These tools span such disparate topics...+