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Empirical asset pricing

predmet

Cilji predmeta

The course objective is to upgrade the knowledge of financial economics and econometrics into study of some popular methods of empirical research in finance.

Vsebina predmeta

Assets pricing models and empirical applications
Event studies
Modeling stochastic volatility and applications in risk management

Nosilci predmeta

  • red. prof. dr. Igor Masten

  • Katedra za denar in finance (redni član)
  • Katedra za matematiko, statistiko in operacijske raziskave (pridruženi član)
  • Govorilne ure
  • torek ob 14.30 v RZ-205
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  • Govorilne ure
  • sreda ob 11.00 v RZ-206
 
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