Applied Econometrics
Applied Econometrics Econ 508 - Fall 2014 Professor: Roger Koenker
Very good R and Stata demostrations on econometrics concepts.
Intro to Computational Finance with R
Best R finance course.
Open Course Description
In this course, you’ll make use of R to analyze financial data, estimate statistical models, and construct optimized portfolios. You will learn how to build probability models for assets returns, the way you should apply statistical techniques to evaluate if asset returns are normally distributed, methods to evaluate statistical models, and portfolio optimization techniques. The material in this course was originally developed as a complement to Prof. Eric Zivot’s Coursera lectures. Having a good mathematical basis, and an interest in financial markets is recommended.