May 22, 2018  
2017-2018 Graduate Catalog 
    
2017-2018 Graduate Catalog
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ECO 7467: Financial Econometrics


Credits: 3                    Grading Scheme: Letter

Prerequisite: ECO 7424: Econometric Models and Methods      

Covers econometric applications to financial economics. Examines common and desirable properties of financial data, determination of financial asset prices and returns, modeling of stationary and nonstationary variables, and modeling volatility. Introduces financial forecasting.



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