Detailed Class Information |
Winter 2021
Jul 01, 2025 |
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| Financial Econometrics. - 15930 - ECON 763 - 001 |
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This course covers advanced time series methods used in the analysis of financial data and other potentially non-stationary time series. Topics: integrated time series, co-integration, unit root testing, conditional heteroscedasticity, long memory, non-parametric and neural network models. Applications include market efficiency, stochastic volatility and predictability of asset returns.
Associated Term: Winter 2021 Seminar Schedule Type 3.000 Credits View Catalog Entry
Restrictions: May not be enrolled in one of the following Levels: Undergraduate May not be enrolled in one of the following Colleges: Fac Dental Medicine & Oral HS Faculty of Medicine & Hlth Sci |
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