ECO462H1F Financial Econometrics

This course provides an introduction to the econometrics used in empirical finance. Topics will include parametric and nonparametric models of volatility, evaluation of asset pricing theories, and models for risk management, and transactions data. The course will emphasize estimation and inference using computer-based applications.

Section L0101 , Fall 2011–12

Instructor: John Maheu
Day/time: T 11-1

Delivery Method & Instructions : In Person

Location: UC256
TA: