
Empirical asset pricing (MASTER)
Goals
The course objective is to upgrade the knowledge of financial economics and econometrics into study of some popular methods of empirical research in finance.
Syllabus
Assets pricing models and empirical applications
Event studies
Modeling stochastic volatility and applications in risk management
Contacts
Aleš Ahčan
Office hours
Wednesday at 11:00
room RZ-206
Igor Masten
Office hours
Tuesday at 14:00
room RZ-205