ECON-511 Topics in Financial Econometrics
An advanced treatment of selected topics in time series analysis with an emphasis on applications. This course focuses on estimating the parameters of well-defined probability models that describe the behavior of financial time series, testing hypotheses on how financial markets generate the series of interest, and forecasting future realizations of financial time series. This course is intended for those fulfilling the senior project requirement.
Standard Course (40)
Credits
1
Prerequisite
265 or 266 or 400, and 275, 285
Offered
Fall