Description
The econometrics of empirical finance including parametric and nonparametric models of volatility, evaluation of asset-pricing theories, and models for risk management and transactions data.
Prerequisites
- Prerequisite(s): ECON 5027 (or equivalent).
Conditions and arrangements
- Prerequisite(s): ECON 5027 (or equivalent).
Reference text in its original language
The econometrics of empirical finance including parametric and nonparametric models of volatility, evaluation of asset-pricing theories, and models for risk management and transactions data.
- Prerequisite(s): ECON 5027 (or equivalent).
Sources and references
Dates and sources are retained to help you verify the information. Translations are provided to facilitate reading; the official source governs conditions and requirements.
Source reference : https://calendar.carleton.ca/grad/courses/ECON/