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Financial Econometrics MFE MATLAB Introduction
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Programme for Adam Smith Asset Pricing Conference (jointly hosted by LBS, LSE, Oxford and CEPR)
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Advanced Econometrics: Forecasting and Predictability Financial Econometrics II
Nuisance parameters, composite likelihoods and a panel of GARCH models
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Advanced Econometrics: Forecasting and Predictability
Kevin Sheppard - Senior Researcher - Economist - Office of Financial Research | LinkedIn