| |
Feb 19, 2025
|
|
|
|
|
FINN 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). Emphasis placed on model properties, estimators, test statistics, and applications in finance.
Credit Hours: (3)
Prerequisite(s): ECON 6218 , ECON 6113 , or STAT 6113 .
Cross-listed Course(s): ECON 6219 .
Schedule of Classes
Add to Catalog Bookmarks (opens a new window)
|
|
