(3 units). Introduction to econometric methods used to analyze financial data. Topics covered may include modelling of stock prices and asset returns, tests of market efficiency, modelling volatility, event study analysis, and analysis of high-frequency data. Course Component: Lecture Prerequisite: ECO 2151 or MAT 3375.
(3 units). Introduction to econometric methods used to analyze financial data. Topics covered may include modelling of stock prices and asset returns, tests of market efficiency, modelling volatility, event study analysis, and analysis of high-frequency data. Course Component: Lecture Prerequisite: ECO 2151 or MAT 3375.
