ECON 472 A4 - Financial Econometrics
Campus: Urbana-Champaign
Description:
Examines the econometric modeling applied to empirical and computational finance. Explains the empirical properties of financial data as well as the statistical models behind these stylized facts from the data. Explains the statistics and time series concepts that will be useful to understand financial market dynamics, and investigates some popular econometric models and estimation methods. Course Information: 3 undergraduate hours. 4 graduate hours. Prerequisite: ECON 203; ECON 302; MATH 220/MATH 221 are required. MATH 231; ECON 471 are recommended.
Special Instructions:
Graduate students seeking enrollment must receive instructor permission before emailing econug@illinois.edu to request permission. Students enrolled in this section are to contact the instructor for details on completing a paper or project beyond the standard course work to earn the additional credit hour.
Academic Program Restrictions:
MS:Economics:Policy Econ -UIUC
Option 1
Number of Required Visit(s): 0Course Level: Graduate
Credit: 4
Term(s): Spring