The general objective of the workshop is to learn how econometric methods can be applied fruitfully in different fields of empirical finance.
Students work by pairs on a topic during the term.
The research must be finalized by a written paper and is presented to the class at the end of the term. All the process may of course require complementary readings on the underlying econometric methods and models. If possible, there will also be a talk by an outside professional about the use of econometrics in his work. Evaluation It will be based on the oral presentations, on the paper, and on the personal implication of each student in the discussions during the different sessions. The precise schedule will be fixed in function of the number of participants.