ECON 201FS - Honors Junior Research Workshop in Finance

Institution:

Duke University

Subject:

Economics

Description:

Application of tools and techniques developed in statistics and economics to research into the structure of financial markets at the very high frequencies. Topics include testing for jumps in financial prices, the role of high frequency micro-structure noise that masks fundamental price, the importance of macroeconomic news announcements, the roles of various asymmetries such as volatility feedback, and interactions across financial markets at the very high frequency. Research project analyzing large data samples. Prerequisites: Mathematics 103, Statistics 103, Economics 105D, 110D, 139D and one finance course (Economics 157, 158, 181). Economics 139D and finance may be taken concurrently. Consent of instructor required. Instructors: Bollerslev and Tauchen

Credits:

1.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

WWW.DUKE.EDU

Phone Number:

(919) 684-8111

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.