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ECON 3327 Financial Econometrics (Spring: 3 )


Course Description

This course extends ECON2228 to present panel data models, selected topics in time series analysis, and limited dependent variable models. Methods used in financial econometrics, such as rolling CAPM estimation, volatility estimation and event studies will be stressed. Examples and datasets are drawn from financial economics.


Instructor(s): Christopher Baum

Prerequisites: ECON2228 and MATH1100

Cross listed with:

Comments: Enrollment limited; significant writing/research component.


Last Updated: 24-Feb-14