ECON 957S-01
Financial Econometrics Seminar
A topic section of ECON 957S, Research Seminar in Financial Econometrics
Tim BollerslevNotable faculty
Known for the GARCH model of financial market volatility. Source
Description from DukeHub
For students anticipating working on thesis in the area of financial econometrics. Emphasis on research that combines sophisticated statistical and econometric techniques with current ideas and issues in asset pricing finance. Students expected to contribute to discussions and present ongoing research on a regular basis. Prerequisites: Field Examinations in Econometrics and Finance, Economics 901, 902, 903, 905, 908, or 909 concurrently.
Skills
- data and statisticsdescription: "econometrics" and 3 more
- financedescription: "financial" and 3 more
AI-resilient: 1 of 5
- No: Physical, lab or field work
- No: Live work with people
- No: Judgment someone is accountable for
- No: A craft you practice with your hands or body
- Yes: Small, in-person format · seminar, 18 seats per section
The checks lean on Microsoft Research, Working with AI (2025), which found generative AI applies least to physical work and hands-on work with people. A signal, not a promise. How the score works
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