FIN 552
Fall 2025 Part of Term 1
Aug 25-Dec 10
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.
Prerequisite: FIN 511.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
72856
|
Lecture-Discussion
|
MK
|
9:30AM
-10:50AM
|
MW
|
3007 Business Instructional Fac
|
Kronlund, M
|
|