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Course

FIN-604: Financial Econometrics I

Summary

We provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and for corporate finance.

Lectures

Instructors (2)

Andreas Fuster

Andreas Fuster is an Associate Professor of Finance at Swiss Finance Institute @ EPFL and a Research Fellow at the CEPR. Previously, he worked at the Federal Reserve Bank of New York and the Swiss National Bank. Andreas's main research interests are in empirical finance, macroeconomics, and behavioral economics. His recent work has focused in particular on the effects of technological advances on household credit markets. Andreas’s research has been published in academic journals such as the Quarterly Journal of Economics, the Review of Economic Studies, the Journal of Finance, and the Review of Financial Studies. Andreas obtained his Ph.D. from Harvard University and also holds an M.Phil. from Oxford University and a B.A. from the University of Lausanne (Switzerland), all in economics.

Eric Jondeau

Official source

https://edu.epfl.ch/coursebook/en/financial-econometrics-i-FIN-604

Moodle Page

http://go.epfl.ch/FIN-604

About this result

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Summary

We provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and for corporate finance.

Lectures

Instructors (2)

Andreas Fuster

Eric Jondeau

Official source

https://edu.epfl.ch/coursebook/en/financial-econometrics-i-FIN-604

Moodle Page

http://go.epfl.ch/FIN-604

About this result

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Economics

Microeconomics: Financial economics

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