Financial Econometrics

Stellenbosch University |
Master’s Financial Econometrics

Welcome to the home page for Stellenbosch University’s Master’s in Financial Econometrics

The notes relevant to the course are categorized by:

• Theory

• Applied

• Past Papers

• Additional

Find the Course Outline here

Setup

Dependencies Required

Make sure you have the following installed on your computer:

• R
• Rstudio
• tinytex by running:

install.packages(c('tinytex', 'rmarkdown'))
tinytex::install_tinytex()

Alternatively, you could install the full MikTex version (follow this tutorial in this case).

• After installing the above, you must then install the package: Texevier (see here).

Run the following code:

if (!require("devtools")) install.packages("devtools")
library(devtools)
devtools::install_github("Nicktz/Texevier")
library(Texevier)
# Input your directory as dir:
dir <- "YOUR DIRECTORY HERE" # Ideally choose an empty folder.
template_name = "Write_Up"
create_template(directory = dir, template_name = template_name, build_project = TRUE, open_project = TRUE)

For more information on the code you just ran, see here. This will be the template for your paper.

fmxdat

You will also need to install this package, which contains datasets used throughout this course.

devtools::install_github("Nicktz/fmxdat")