Introduces students to the econometric methods used in the analysis of financial data. Topics include the statistical modeling and forecasting of financial time series with applications to share prices and exchange and interest rates, the analysis of nonstationary and cointegrated series, the modeling of volatility, and the estimation and testing of asset pricing models.
Prerequisite: AP/ECON 3210 3.00 or AP/ECON 3500 3.00 or equivalent.
Course Credit Exclusions: None.
Prior to Fall 2009: Course credit exclusion: AK/ECON 4130 3.00.