BUS 386
Financial Econometrics · 3 credits · Spring 2027
Requirements
PRE: ECON 382 or BUS 384
About this course
Methods of empirical analysis of financial markets covering modern statistical and econometric techniques necessary for both professional and academic quantitative research in finance. Particular emphasis will be placed on measuring risk of holding and trading financial assets. Topics include: autoregressive and moving average models, ARCH, GARCH, analysis of high frequency intraday financial data.
Seat status as of Oct 3, 4:54 AM ET. Seats can change between refreshes.
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