MSF6423
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MSF 6423 - Financial Econometrics and Computational Methods II (2 Cr.)
Finance (11265)
TCSM - Curtis L. Carlson School of Management
Course description
This course builds on Financial Econometrics I and provides instruction on the econometrics used in empirical finance. Topics will include time series analysis, parametric models of volatility, evaluation of asset pricing theories, and models for risk management. The course will emphasize estimation and inference using computer-based applications.
prereq: Fall A Cohort Completion
prereq: Fall A Cohort Completion
Minimum credits
2
Maximum credits
2
Is this course repeatable?
No
Grading basis
A-F - A-F Grade Basis
Lecture
Requirements
009342
Fulfills the writing intensive requirement?
No
Typically offered term(s)
Every Fall