Introduction to Applied Financial Econometrics
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Overview
Subject area
MTH
Catalog Number
9891
Course Title
Introduction to Applied Financial Econometrics
Department(s)
Description
This course covers statistical and econometrics methods with applications to finance. Topics include regression models (OLS, ARMA), panel data analysis, GARCH models, PCA, and stationarity/co-integration. These methods will be implemented in Matlab or R.
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
Yes
Credits
Minimum Units
1.5
Maximum Units
1.5
Academic Progress Units
1.5
Repeat For Credit
No
Components
Name
Lecture
Hours
1.5