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
Previously Offered Terms:
Fall
Winter
Summer
French Equivalent:
Organized
137 responses
4.07
/ 5
Clear Expectations
80 responses
4.15
/ 5
Learned a Lot
137 responses
4.13
/ 5
Recommend
57 responses
3.35
/ 5
Workload
57 responses
2.28
/ 5
Fair Assessments
135 responses