Financial Econometrics (FINA 4397, FINA 7354)

The goal of this class is to provide students with econometric tools and techniques to analyse and interpret financial data. Students will learn how to organize and work with financial data (cross-section, time series, and panel data) as well as analyzing finacial data sets using appropriate econometric techniques. The class also develops student’s ability to estimate various models and perform various tests using R.