| |
Apr 24, 2024
|
|
|
|
|
BPHD 8140 - Econometrics III
Advanced study of the econometric methods applicable to financial economic modeling. Examines the predictability of stock market returns, the event study methodology, single factor and multifactor models, basic principles of portfolio theory and portfolio evaluation. The course also covers topics on volatility modeling and fixed-income securities.
Credit Hours: (3)
Prerequisite(s): BPHD 8130 .
Most Recently Offered (Day): Fall 2019, Fall 2020, Fall 2021
Most Recently Offered (Evening): Course has not been offered at this time in the past 3 years
Schedule of Classes
Add to Catalog Bookmarks (opens a new window)
|
|
