DE
Präsenz/Online gemischt
Event
Übung zu Advanced Empirical Asset Pricing [WS222530570]
Type
exercise (Ü)Präsenz/Online gemischt
Term
WS 22/23SWS
1Language
EnglischAppointments
0Links
ILIASLecturers
Organisation
- Financial Engineering und Derivate
Part of
- Brick Advanced Empirical Asset Pricing | Industrial Engineering and Management (M.Sc.)
- Brick Advanced Empirical Asset Pricing | Economics Engineering (M.Sc.)
- Brick Advanced Empirical Asset Pricing | Information Systems (M.Sc.)
- Brick Advanced Empirical Asset Pricing | Information Engineering and Management (M.Sc.)
- Brick Advanced Empirical Asset Pricing | Economathematics (M.Sc.)
Literature
Cochrane, J. H.: Asset Pricing, revised edition, Princeton University Press, 2005.
Campbell, J.Y., Lo, A.W., MacKinlay, A.C.: The Econometrics of Financial Markets,2. printing, with corrections, Princeton Univ. Press, 1997