Jeffrey R. Russell
Alper Family Professor of Econometrics and Statistics
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  • Curriculum Vitae
  • Working Papers
  • Teaching
  1. Jeffrey R. Russell
  2. Teaching
  3. Financial Econometrics
  4. Review session notes for financial econometrics

Review session notes for financial econometrics

Eviews data used in review session is in the file Eviewsdata.zip

Week 1 notes

Week 2 notes

  • stocks.xls

Week 3 notes

Week 4 notes

Week 5 notes

Midtermreview.pdf

Week 7 notes

Week 8 notes

  • review8.prg
  • Tbills.xls
  • Sp500daily.xls

Week 9 notes

Week 10 notes

  • review10.prg
  • opt_port.prg
  • returns.xls
  • DCC.prg

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