Financial Econometrics

GRS EC 794

Presents econometric theory and methods for the analysis of financial markets. Topics include cross section and time series properties of asset returns, parametric and nonparametric volatility measurement, implied volatility, estimation of asset pricing models, continuous time models, systemic risk, and model uncertainty.

SPRG 2017 Schedule

Section Instructor Location Schedule Notes
A1 Qu SSW 546 MW 3:30 pm-4:45 pm

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