MGT 6121 Application of Empirical Methods in Finance
3 units
Management
Telfer School of Management
Quantitative methods for testing financial theories. Experience in rigorous assessment of financial data and models. Topics include testing of asset-pricing models, event-study methodology, modelling of financial data (e.g., ARMA, GARCH), (non-linear) quantile regressions, GMM, causality, natural experiments, matching and selection models. Course delivered through practical examples and extensive use of a statistical software (e.g., EVIEWS, STATA).
Components:
Seminar
Previously Offered Terms:
Winter
Organized
25 responses
4.76
/ 5
Clear Expectations
25 responses
4.68
/ 5
Learned a Lot
25 responses
4.72
/ 5
Fair Assessments
25 responses