

ORF 504/Fin 504: Financial Econometrics Spring Semester, 2018



Instructor. Jianqing Fan,
Frederick L. Moore'18 Professor of Finance. Office: 203b BCF and 205
Sherred Hall. Phone:
2587924. Email: jqfan@princeton.edu Precept: Arranged periodically by the AI Assistants in Instruction (AIs):
Text Book:
Lectures are primarily based on the lecture notes and text book with the following references. Reference Books:
Computation: The software package for this class is R. See Rlabs below. Most of computation in this class can be done through a laptop. Laptops with wireless communication off can be used during the exams, and so are the calculators. Attendance:
Attendance of the class is required
and essential. The course materials are mainly from the
notes.
Many conceptual issues and financial econometrics thinking are only
taught in the class. They will appear in the midterm and final exams.
In addition, random quizzes will be used to check understanding and
attendance.
Homework: Problems will be assigned at class meetings. No late homework will be accepted (120 Sherred Hall has an InOut box for the class). Missed homework will receive a grade of zero. The homework will be graded, and each assignment carries equal weight. You are allowed to work with other students on the homework problems, however, verbatim copying of homework is absolutely forbidden. Therefore each student must ultimately produce his or her own homework to be handed in and graded.
R
labs: The following files intend to help you familiar
with the use of Rlab commands.
Monthly DATA SETS


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