University of California, Los Angeles 4 credits Economics
Lecture, three hours. Requisite: course 264A. Designed for graduate students. Introduction to forecasting methods and applications to asset pricing. Signal-extraction under different uncertainty specifications. Kalman filtering and forecasting. Robust filtering and forecasting. Models of behavioral finance. Stylized facts on forecasts and asset pricing anomalies: short-term momentum and long-term reversals of returns. Option pricing anomalies. S/U or letter grading.
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