FINANCIAL ECONOMETRICS

ECON 724

Course Description

Introduction to econometric analysis of financial time series. Covers linear econometric time series models, multivariate time series, volatility estimation, and estimating and testing financial econometric models.

Prerequisties

ECON 704

Satisfies

This course does not satisfy any prerequisites.

Credits

Not Reported

Offered

Not Reported

Grade Point Average

3.55

-1.33% from Historical

Completion Rate

95.74%

-0.92% from Historical

A Rate

42.55%

-11.92% from Historical

Class Size

58.43% from Historical

Instructors (2025 Fall)

Sorted by ratings from Rate My Professors

Similar Courses

TOPICS IN APPLIED ECONOMETRICS

ECON 718

Applied time series methods.

ECONOMETRIC METHODS

ECON 716

Advanced econometric theory.

ECONOMIC FORECASTING

ECON 460

Introduction to econometric time series analysis, forecasting methods, and forecast evaluation. Covers theoretical, methodological, and applied topics, and much of the work will be hands-on data analysis.

ECONOMETRICS II

ECON 705

Econometric methods, theory, and applications. Topics include instrumental variables, GMM, panel data, limited dependent variables, time series, and vector autoregressions.

ECONOMETRICS I

ECON 704

Econometric methods, theory, and applications. Matrix algebra will be used. Topics include linear regression, least-squares estimation, inference, and hypothesis testing. Primarily for Master's level students. It is expected that students will have completed three semesters calculus (such asMATH 234) and linear algebra (such asMATH 340).