Financial Econometrics (Financial Time Series)
Я преподаю финансовую эконометрику, используя материалы на этой странице.
I teach courses in Macroeconomics and Financial Time Series. Below are sample materials from Financial Time Series course.
The course is based on an excellent textbook by Professor Ruey S. Tsay from the University of Chicago: Analysis of Financial Time Series which is available from Amazon among others.
Fill-in lecture notes
Lecture notes I
Lecture notes II
Lecture notes III
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