Financial Econometrics
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Overview
Description
This course provides students with a sound theoretical and practical knowledge of time series techniques that can be applied to the analysis and forecasting of macroeconomic variables and financial returns. Topics covered include unconditional modeling of financial returns, time series models, volatility and correlation modeling, and multivariate techniques.
Career
Undergraduate
Credits
Value
3
Max
3
Min
3
Course Count
1
Number Of Credits
3
Number Of Repeats
1
Repeatable
No
Contact Use
Yes
Generate Attendance
No
Left Use
Yes
Present Use
Yes
Reason Use
Yes
Tardy Use
Yes
Template Override
No
Time Use
Yes
Attendance Type
Class Meeting
Auto Create
No
Code
LEC
Instructor Contact Hours
3
Default Section Size
35
Final Exam Type
Yes
Include in Dynamic Date Calc
No
Instruction Mode
In Person
LMS File Type
Blackboard CourseInfo 4
Name
Lecture
OEE Workload Hours
0
Optional Component
No
Preferred Room Features
Academic Scheduling
Workload Hours
3