FIN 503
Fall 2020 Part of Term B
Oct 19-Dec 9
Credit: 2 hours.
This course covers topics in time series analysis with an emphasis on applications. It is intended to prepare MSF students for more advanced courses in finance. This course provides some basic knowledge of financial time series data. It also introduces models and methods widely used by academics and practitioners. The purpose of this course is to understand proper use and limitations of econometric methods in applied time series analysis.
2 graduate hours. No professional credit. Credit is not given for FIN 503 and FIN 580: Section QM2, (68387). This course covers topics in time series analysis with an emphasis on applications. It is intended to prepare MSF students for more advanced courses in finance. This course provides some basic knowledge of financial time series data. It also introduces models and methods widely used by academics and practitioners. The purpose of this course is to understand proper use and limitations of econometric methods in applied time series analysis. Prerequisite: FIN 580 Section Q1M.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
72860
|
Online
|
Q2M
|
11:00AM
-12:20PM
|
MW
|
n.a.
|
Yang, X
|
|
|
|
72859
|
Online
|
QM2
|
12:30PM
-1:50PM
|
MW
|
n.a.
|
Yang, X
|
|