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Oct 31, 2024
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ECON 6219 - Financial Econometrics Advanced time series with financial applications. Topics include: time series regressions (univariate and multivariate, stationary and non-stationary) and time series models (including ARMA, ARCH, GARCH, stochastic volatility and factor models). The emphasis will be on model properties, estimators, test statistics, and applications in finance.
Credit Hours: (3) Prerequisite(s): ECON 6113 , ECON 6218 , or MATH 6201 . Cross-listed Course(s): FINN 6219 Most Recently Offered (Day): Course has not been offered at this time in the past 3 years Most Recently Offered (Evening): Fall 2020, Spring 2020, Fall 2019
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