FIN 552

Fall 2025 Part of Term 1

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.

FIN 552 class schedule data for fall 2025
CRN Type Section Time Day Location Instructor Section Details
72856
Lecture-Discussion
MK
9:30AM -10:50AM
MW
3007 Business Instructional Fac
Kronlund, M
Part of Term:
1
Date Range:
08/25/25-12/10/25
Credit:
4 hours
Restriction(s):
Restricted to MS: Finance Cost Rec - UIUC or MS:Business Analytics - UIUC.
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