GMM/Asset Pricing E-course?

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GMM/Asset Pricing E-course?

Unread postby IRJ » Fri Jul 18, 2014 5:52 am

I would like to kindly suggest that Estima considers offering a Generalized Method of Moments (GMM)/Empirical asset pricing course. I beleive that such a course would be interesting to many users of RATS. Topics that could be covered are: estimation of asset pricing models by GMM, high-frequency finance, implementation of yield curve modelling using state space models, factor models in finance etc...

I realize that some RATS examples of the above are now available. However, I still believe that an e-course that provides a more in-depth discussion of these topics would be highly beneficial.
IRJ
 
Posts: 46
Joined: Wed Jan 10, 2007 2:15 am

Re: GMM/Asset Pricing E-course?

Unread postby BinhPham » Wed Dec 11, 2019 5:54 pm

Five years passed but I do think this proposed E-course is still worth considering!
BinhPham
 
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Joined: Tue Feb 14, 2017 11:00 am


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