Course Code : 2952472
Course Credit : 3(3-0-6)
(Prerequisites: 2952355 INTRO ECONOMET)
FIN ECONO
Course Description :
Econometric methods applied to financial markets including bond markets, derivative markets, and recent issues in financial econometrics; model selection and various analytical methods using time series and high frequency data; various models : maximum likelihood, generalized methods of moments, stochastic process, VARMA models, GARCH models, and Markov switching models.