Mar 28, 2024  
Graduate Catalog | 2021-2022 
    
Graduate Catalog | 2021-2022 Previous Edition

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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 2021, Fall 2021


Schedule of Classes




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