Financial Econometrics Notes
Kevin Sheppard University of Oxford
November 14, 2012

Contents
1 Probability,RandomVariablesandExpectations
2 Estimation,InferenceandHypothesisTesting
3 AnalysisofCross-SectionalData
4 AnalysisofaSingleTimeSeries
5 AnalysisofMultipleTimeSeries
6 GeneralizedMethodOfMoments(GMM)
7 UnivariateVolatilityModeling
8 Value-at-Risk,ExpectedShortfallandDensityForecasting
9 MultivariateVolatility,DependenceandCopulas

MFE?[em09]

今天大年初一，也有亲在下载这份Notes。祝这位亲以及论坛的兄弟姐妹新年快乐，万事如意。

谢谢分享！

不客气哦