ECON 472

Fall 2026 Part of Term 1

Part of Term 1
Aug 24-Dec 9

Financial Econometrics

Credit: 3 OR 4 hours.

Examines the econometric modeling applied to empirical and computational finance. Explains the empirical properties of financial data as well as the statistical models behind these stylized facts from the data. Explains the statistics and time series concepts that will be useful to understand financial market dynamics, and investigates some popular econometric models and estimation methods.

3 undergraduate hours. 4 graduate hours. Prerequisite: ECON 203; ECON 302; MATH 220/MATH 221 are required. MATH 231; ECON 471 are recommended.

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ECON 472 class schedule data for fall 2026
	Status		CRN	Type	Section	Time	Day	Location	Instructor	Section Details
			70813	Online	A3	8:00AM -9:20AM	TR	n.a.	Lee, J	Availability: Closed Part of Term: 1 Date Range: 08/24/26-12/09/26 Credit: 3 hours Section Info: FIELD: Econometrics. IMPORTANT COURSE INFORMATION: Standard lectures will be asynchronous. During every regular class meeting time (T/R, 8:00 - 9:20am), there will be live Zoom meetings for reviewing previous lectures, discussing problem sets, and holding Q&A sessions. These sessions will also be recorded and posted on Canvas afterwards. All exams will be take-home and can be completed outside of regular meeting times. RESTRICTION INFO: http://go.economics.illinois.edu/FallRestrictions Restriction(s): Restricted to Economics or Econometrics & Quant Econ or Computer Science & Economics major(s) or minor(s).
			70814	Online	A4	8:00AM -9:20AM	TR	n.a.	Lee, J	Availability: Closed Part of Term: 1 Date Range: 08/24/26-12/09/26 Special Approval: Departmental Approval Required Credit: 4 hours Section Info: Graduate credit requires additional work beyond the undergraduate requirements for this course. Contact instructor for details as soon as instruction begins. See section A3 for restriction details. Restriction(s): Restricted to Graduate - Urbana-Champaign.