Empirical Methods in Finance

Syllabus

Books

Greene, W. H. “Econometric Analysis.” Prentice Hall

Goldberger, A. “A Course in Econometrics.” Harvard University Press

Campbell, J., Lo, A. and MacKinlay, A.C. “The Econometrics of Financial Markets.” Princeton University Press

Guerrero, V. “Análisis Estadístico de Series de Tiempo Económicas.” UAM, Colección CBI

Student Presentations