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Financial Econometrics Lecture 1, Part 1
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YouTubeMike Jonas Econometrics
Financial Econometrics Lecture 1, Part 1
A first look at asset price data, with example in Stata. How to estimate a "random walk" regression, with asset price in log and level variants. Link to Part 2: https://youtu.be/vHrsd9PiyL4 Corresponds to chapters 1 and 2 of the Brooks textbook "Introductory Econometrics for Finance." Textbook Link Introductory Econometrics for Finance https ...
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