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.
Prerequisites: No prerequisites for MSF Students. Other students by permission only.
Anticipated Terms Offered: Fall semester