Introduction
Review of the regression model and methods of estimation
The Behavior of Financial Time Series
Testing CAPM and APT
Capital asset prices-Sharpe1964
Ch2-Predictability
Ch5-CAPM
Risk, return and Equilibrium-Fama1973
Stock Market do not Follow Random Walk Evidence from a Simple Specification Test-88
An Interview of Sharp
Testing CAPM and APT (2)
Economic Forces and the Stock Market-Chen-JB86
Linear forecasting
Time_series_book_Cochrane2005
Modeling volatility
Ch12-Nonlinearities in Financial Data
Workshop
GARCH-SH_D.xls