ECON 425

Econometrics of Fin Markets

This course introduces students to the econometric theory and techniques most useful in examining and testing models common in finance and macro-economics. This includes such topics as forecasting prices and returns of financial instruments, testing hypotheses regarding market efficiency and arbitrage, and modeling the time-series nature of financial market data.

Prerequisite: Prerequisite: ECON 320 with a minimum grade of D;

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