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Jan 15, 2025
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2014-2016 Undergraduate and Graduate Bulletin (without addenda) [ARCHIVED CATALOG]
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FRE-GY 6471 Applied Financial Econometrics1.5 Credits
This course builds on the concepts covered in FRE-GY 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-GY 6083 and FRE-GY 6091 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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