Spring 2007, Dr. William Anderson Home page Course materials including this information, lecture notes, reading assignments, homework assignments, data sets, SAS programs, MATLAB programs, and handouts can be found at the Blackboard site: (coming soon) Be sure to enroll in the course at the Blackboard site so that you receive email messages about the course. Class Times • Lectures: MWF 11:15am–12:05pm in Hollister B14 Course objectives • This course is an introduction to empirical research methods in ﬁnancial economics. We will focus on the statistical techniques used most often in the analysis of ﬁnancial markets and how they are ap-plied to actual market data. • My aim is to make this a “capstone” course where students integrate what they have learned in previ-ous courses in statistics and probability by seeing this material applied in ﬁnance. • Probabilistic and statistical tools such as Brown-
This is the end of the preview. Sign up
access the rest of the document.
This note was uploaded on 04/06/2008 for the course ORIE 473 taught by Professor Anderson during the Spring '07 term at Cornell.