NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Summer Institute 2010 Methods Lectures

Financial Econometrics

July 15 -16, 2010
Sydney Ludvigson, Yacine Ait-Sahalia, Michael Brandt, & Andrew Lo, Organizers

Complete Index of Summer Institute Econometric Lectures

Sydney Ludvigson
GMM and Consumption-Based Asset Pricing Models


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Yacine Ait-Sahalia
Asymptotic Theory and Continuous-Time Methods
in Financial Econometrics


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Michael Brandt
Linear Factor Models and Event Studies


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Andrew Lo
Financial Econometrics in Action:
Analyzing Hedge Funds and Systemic Risk


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