Financial Econometrics

GRS EC 794

For PhD students working in the area of econometrics, finance, and applied macroeconomics. Topics include prediction of asset returns, financial volatility, asset allocation, value at risk, and high frequency data analysis.

SPRG 2015 Schedule

Section Instructor Location Schedule Notes
A1 Qu CAS 229 TR 3:30 pm-5:00 pm

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.