2015-2016 Academic Catalog 
    
    Jan 03, 2025  
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2015-2016 Academic Catalog [ARCHIVED CATALOG]

FIN 5309 - Financial Econometrics

This course provides a survey of probability theory and common econometric concepts employed in financial research, including  linear regression,  time-series models (ARMA, VAR, ARCH and GARCH), unit root and cointegration.

Open to MSF students only.

Anticipated Terms Offered: Fall semester
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