Econometric Analysis of Financial Data. Topics Include# Predictability of Asset Returns, Market Efficiency, Market Microstructure, Event-study Analysis, Capm (capital-assess Pricing Model) and Multifactor Models, Long Run Relationships and Nonlinear Models of Volatility.

Faculty: Data and Decision Sciences
|Graduate Studies
Pre-required courses

(94566 - Capital Markets and Investments and 96586 - Econometrics) or (94566 - Capital Markets and Investments and 98581 - Advanced Econometrics)