Jun 14, 2024  
2020-2021 Undergraduate Academic Calendar 
    
2020-2021 Undergraduate Academic Calendar [ARCHIVED CALENDAR]

Add to favourites (opens a new window)

BUSI 4440U – Financial Econometrics


The course covers econometric methods as applied to finance. It teaches students econometric theories, empirical methods, and gives students experience in estimating econometric models with financial data. Students will use Datastream/IBES/SDS/Capital IQ to obtain financial data and STATA as the programming software for empirical research. The course is in line with the CFA curriculum requirements on Quantitative methods in Finance. The major topics in empirical finance include estimation, hypothesis testing, correlation analysis and regression.
Credit hours: 3
Lecture hours: 3
Prerequisite(s): BUSI 1450U  and ECON 2010U  and (BUSI 3405U  or BUSI 3410U  or BUSI 3480U )



Add to favourites (opens a new window)