Subject Code
ECON
Course Number
423
Course Title
Financial Econometrics
Course Description
This course covers a range of topics in financial and time series econometrics. It provides an introduction to the properties of financial asset returns, stationary and non-stationary time series models, conditional variance models and a review of estimation and inference methods in econometrics.
Grading Basis
OPT - Student Option
Add Consent
No Special Consent Required
Units
3
Credit Hours Max
3
Repeatable
No
Prerequisites
000801