ECON 425 - Econometrics of Fin Markets

Unit(s): 4

This course introduces students to the econometric theory and techniques most useful in examining and testing models common in finance and macro-economics. This includes such topics as forecasting prices and returns of financial instruments, testing hypotheses regarding market efficiency and arbitrage, and modeling the time-series nature of financial market data.

Prerequisite: concurrent ECON 311 and ECON 320 and concurrent ECON 312
College of Arts and Sciences