QFIN608
Download as PDF
Financial Econometrics
Haskayne School of BusinessHA - Haskayne School of Business
Subject
QFIN - Quantitative Finance
Description
Focus on the econometric techniques used in empirical finance and quantitative investing. Topics include properties of asset returns, estimation and inference of linear and multivariate time series models, and the estimation and inference of heteroscedastic volatility models. Emphasis on computer-based programming applications.
Prerequisite(s): Quantitative Finance 606 and admission to the Master of Finance program.
Prerequisite(s): Quantitative Finance 606 and admission to the Master of Finance program.
GFC Hours
(3-0)
Domestic Fee Rate Group
H
International Fee Rate Group
H
Courses may consist of a Lecture, Lab, Tutorial, and/or Seminar. Students will be required to register in each component that is required for the course as indicated in the schedule of classes. Practicums, internships or other experiential learning modalities are typically indicated as a Lab component.
Component
LEC
Units
3
Repeat for Credit
No