MTH 9891 INTRODUCTION TO APPLIED FINANCIAL ECONOMETRICS

1.5 Hours; 1.5 Credits

This course covers statistical and econometrics methods with applications to finance. Topics include regression models (OLS, ARMA), panel data analysis, GARCH models, PCA, and stationarity/co-integration. These methods will be implemented in Matlab or R.

MTH 9814; MTH 9831

2016-06-08T22:16:48+00:00