ECO 4185 Financial Econometrics

3 units
Economics
Faculty of Social Sciences
Introduction to econometric methods used to analyze financial data. Topics covered may include modelling of stock prices and asset returns, tests of market efficiency, modelling volatility, event study analysis, and analysis of high-frequency data.

Components:

Lecture

Requirements:

Prerequisite: ECO 2151 or MAT 3375 .

Previously Offered Terms:

Fall
Winter
Summer

French Equivalent:

All Professors
B Average (6.341)
Most Common: B+ (17%)
346 students

P

S

NS

F

D

C

B

A-

A+

Francesca Rondina

4 sections from Summer 2022 to Winter 2024

B Average (6.214)
Most Common: B+ (15%)
131 students

P

S

NS

F

D

C

B

A-

A+

Ashkan Masouman

Fall 2023 - A00

C+ Average (5.468)
Most Common: C+ (23%)
47 students

P

S

NS

F

D

C

B

A-

A+

Maral Kichian

3 sections from Winter 2018 to Fall 2022

B Average (6.167)
Most Common: B+ (20%)
84 students

P

S

NS

F

D

C

B

A-

A+

Samuel Gingras

Winter 2022 - B00

B Average (5.657)
Most Common: B (17%)
35 students

P

S

NS

F

D

C

B

A-

A+

Jean-François Nadeau

Winter 2019 - B00

A Average (8.875)
Most Common: A+ (54%)
24 students

P

S

NS

F

D

C

B

A-

A+

Stuart Glosser

Fall 2018 - A00

A- Average (7.760)
Most Common: B+ (32%)
25 students

P

S

NS

F

D

C

B

A-

A+