FIN 552
Fall 2022 All Classes
Credit: 4 hours.
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.
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.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
72857
|
Lecture-Discussion
|
DK2
|
9:30AM
-10:50AM
|
MW
|
ARR Business Instructional Fac
|
Choi, J
|
|