FINANCIAL ECONOMETRICS   [Archived Catalog]
2023-2024 Undergraduate Catalog
   

STAT 1331 - FINANCIAL ECONOMETRICS


Minimum Credits: 3
Maximum Credits: 3
This course will provide a comprehensive and systematic account of financial econometric models and their applications to modeling and prediction of financial time series data, focusing on asset returns. Most of the emphasis is on applied time series modeling and forecasting. Students at the end of the course will have a working knowledge of financial time series data and gain expertise in statistical software to conduct the analyses.
Academic Career: Undergraduate
Course Component: Lecture
Grade Component: LG/SNC Elective Basis
Course Requirements: PREQ: ECON 1150 or STAT 1221


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