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Apr 25, 2024
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University Catalog 2023-2024 [ARCHIVED CATALOG]
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FINC 612: Financial Econometrics I3 Semester Credit Hours . 0-3-3 Prerequisite Doctoral standing. Prices, returns, compounding, marginal, conditional, and joint distributions, market efficiency. The predictability of asset returns, market-microstructure, event-study analysis, CAPM, multifactor-asset pricing models, and related topics.
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