Financial Econometrics

Download as PDF

Overview

Subject code

ECO

Course Number

4051

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