FIN 620 Financial Econometrics

This course introduces the main concepts of data analysis and econometrics applied to financial problems. The course explores data analysis techniques; time series models; multivariate, factor and Bayesian models applied to high frequency trading, volatility forecast, risk management, portfolio optimization, and asset pricing. Students will work with historical databases, conduct their own analysis, and test trading and/or investment strategies based on the techniques reviewed during the class



Cross Listed Courses

FA 542


BIA 652 or MGT 700 or FA 541


School of Business

Typically Offered Periods

Fall Semester