Financial Econometrics
Overview
Subject area
BUS
Catalog Number
386
Course Title
Financial Econometrics
Department(s)
Description
Methods of empirical analysis of financial markets covering modern statistical and econometric techniques necessary for both professional and academic quantitative research in finance. Particular emphasis will be placed on measuring risk of holding and trading financial assets. Topics include: autoregressive and moving average models, ARCH, GARCH, analysis of high frequency intraday financial data.
Typically Offered
Fall, Spring
Academic Career
Undergraduate
Liberal Arts
Yes
Credits
Minimum Units
3
Maximum Units
3
Academic Progress Units
3
Repeat For Credit
No
Components
Name
Lecture
Hours
3
Requisites
008969