ECON 264D
Econometrics of Asset Prices
Economics · 4 units · Graduate courses (200-299)
Designed for graduate students. Applications of time-series methods to analysis of asset prices: general method of moments, vector autoregressions, and maximum likelihood estimation. Restrictions imposed by no-arbitrage on time series of returns. Empirical implications of macroeconomic models for asset prices. Response of asset prices to shocks. Incomplete markets.
S/U or letter grading.
Requisites
Official UCLA wording
Requisite: course 264A.
BruinTree reads · Prerequisite
confidence 1.00 · from textRequires
Everything that has to come before this course, not just the courses named in the requisite above.
ECON 264D
- ECON 264AGeneral Equilibrium and Finance
1 direct requisite. The whole upstream is here — 1 course over 1 level. Every course here opens its own tree.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.
No course in the catalog lists this as a requisite.