Financial Econometrics

Undergraduate

The objective of this course is to provide an introduction to the econometrics used in empirical finance. Topics will cover modern statistical and econometric techniques necessary for both professional and academic quantitative research in finance. Particular emphasis will be placed on measuring risk of holding and trading financial assets, models for risk management, estimation and inference using computer-based applications. Prerequisite(s): ECON 2623 and ECON 3133.