ECON 589 A: Financial Econometrics

Meeting Time: 
T
Location: 
SAV
SLN: 
13483
Instructor:
Eric Zivot
Catalog Description: 
Focuses on statistical modeling of financial time series with an emphasis on modeling volatility and correlation. Topics include statistical properties of asset returns, volatility and correlation modeling, statistical analysis of ultra high frequency time series, and estimation of continuous time models for asset returns. Prerequisite: ECON 583; either ECON 584 or STAT 519.
Status: 
Active
Last updated: 
October 5, 2016 - 9:13pm