Financial Econometrics Workshop
The financial econometrics group at Duke has a regular workshop (Monday, 11:40am-1pm, Social Science 111). Students that are interested in financial econometrics and empirical asset pricing are encouraged to participate. We encourage 2nd-year Ph.D. students to start research early and present their preliminary research here.
We also welcome outside speakers to present their research.
Please contact me to schedule a presentation.
The current schedule can be found here (Financial Econometrics Lunch Group): http://ipl.econ.duke.edu/seminars/
The faculty at DFE offers several courses related to financial economics and econometrics. MA and PhD students may be interested in the following.
- [UGRD, MA] Investment (by Prof. Tim Bollerslev)
- [MA, PhD] (Advanced) Time Series Analysis (by Prof. Tim Bollerslev)
- [MA, PhD] Continuous-time Finance (by Prof. Jia Li)
- [MA, PhD] High-frequency econometrics: theory (by Prof. Jia Li)
- [MA, PhD] Empirical Asset Pricing (by Prof. Brian Weller)
- [MA, PhD] Financial Forecasting (by Prof. Andrew Patton)
- [MA, PhD] (Introductory) Times Series Analysis, part of Econometrics II in PhD Core (by Prof. Jia Li)