ECON 5055
Financial Econometrics
The econometrics of empirical finance including parametric and nonparametric models of volatility, evaluation of asset-pricing theories, and models for risk management and transactions data.
Topics
- parametric and nonparametric models of volatility
- evaluation of asset-pricing theories
- models for risk management and transactions data
Course catalogue
Prerequisites & course information
Prerequisite(s): ECON 5027 (or equivalent).
Sources
- Course catalogue ↗2026–2027