2016-2017 Academic Catalog 
    
    Mar 28, 2024  
2016-2017 Academic Catalog [ARCHIVED CATALOG]

FIN 5309 - Financial Econometrics


This course imparts students with the necessary knowledge and skills for understanding and running the common statistical analyses encountered in modern day market finance. The course starts with a review of probability theory and statistics before progressing to common econometric concepts employed in financial market research. This course is intended for students with at least a semester of introductory statistics under their belt. Topics include linear regression, time-series models (ARMA, VAR, ARCH and GARCH), unit root and cointegration models.

Open to MSF students only.

Anticipated Terms Offered: Fall semester