MSF6423

MSF 6423 - Financial Econometrics and Computational Methods II (2 Cr.)

Finance (11265) TCSM - Curtis L. Carlson School of Management

MSF 6423 - Financial Econometrics and Computational Methods II (2 Cr.)

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

Minimum credits

2

Maximum credits

2

Is this course repeatable?

No

Grading basis

A-F - A-F Grade Basis

Lecture

Requirements

009342

Typically offered term(s)

Every Fall