Econometrics for Financial Data Analysis (What is Financial Econometrics)?
Analytics University Analytics University
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 Published On Jun 13, 2020

#finance #quantativefinance #AIinFinance #machinelearning #econometrics #financialeconometrics

In this video we talk about what is Financial Econometrics. We also talk about what are the different topics you can as part of Finanacial Econometrics. Its used in Optimal asset allocation, Value at Risk, Capital Asset Price Model, Arbitrage Pricing Model, Price/Index Forecasting,
Volatility modelling, Term structure of interest rate (Yield curve)
Market Efficiency.

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