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FIN 552 ONL - Applied Financial Econometrics

Campus: Urbana-Champaign

Description:

The aim of this course is to equip students with a working knowledge of important econometric techniques necessary to understand and interpret financial market data. The course covers time-series and cross-sectional properties of asset returns, predictability of equity returns, empirical tests of asset pricing models, modelling time-varying volatility. The interplay between asset pricing theories, statistical assumptions and relevant econometric techniques is explored in the context of published empirical work, including classical papers as well as a more recent research. Course Information: 4 graduate hours. No professional credit. Credit is not given for FIN 552 and FIN 580 Section DK2 (72033) or FIN 580 Section DK (70390). Prerequisite: FIN 511.

Special Instructions:

THIS IS THE ONLINE-ONLY SECTION FOR THIS COURSE.

Academic Program Restrictions:

MS: Finance Cost Rec - UIUC

Option 1

Number of Required Visit(s): 0

Course Level: Graduate

Credit: 4

Term(s): Fall


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