Financial Econometrics
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Overview
Subject area
ECO
Catalog Number
4051
Course Title
Financial Econometrics
Department(s)
Description
This course provides students with a sound theoretical and practical knowledge of time series techniques that can be applied to the analysis and forecasting of macroeconomic variables and financial returns. Topics covered include unconditional modeling of financial returns, time series models, volatility and correlation modeling, and multivariate techniques.
Typically Offered
Fall, Spring, Summer
Academic Career
Undergraduate
Liberal Arts
No
Credits
Minimum Units
3
Maximum Units
3
Academic Progress Units
3
Repeat For Credit
No
Components
Name
Lecture
Hours
3
Requisites
025103