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Detailed Class Information


Winter 2021
May 27, 2022
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Detailed Class Information
Financial Econometrics. - 15930 - ECON 763 - 001

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

Registration Availability
  Capacity Actual Remaining
Seats 15 2 13
Waitlist Seats 0 0 0

May not be enrolled in one of the following Levels:     
May not be enrolled in one of the following Colleges:     
      Fac Dental Medicine & Oral HS
      Faculty of Medicine & Hlth Sci

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