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Mar 17, 2026
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2011-2013 Catalog (without addenda) [ARCHIVED CATALOG]
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FRE 6471 Applied Financial Econometrics1.5 Credits
This course builds on the concepts covered in FRE 6091 and addresses the design, estimation and application of both univariate and multivariate time-series models that are used widely in finance and risk engineering. Financial econometric techniques such as ARCH-GARCH methods and the use of numerical techniques and simulation.
Prerequisite(s): FRE 6083 and FRE 6091 .
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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