Financial Econometrics

3.00 credit hours

MSFC 434 represents a rigorous study of the latest developments in the area of financial econometrics. The class assumes no prior knowledge of econometrics. It assumes that you have had a basic statistics class and that you have had regression analysis. It is taught using economic motivations and examples from the financial world. The course concerns modern econometric topics like time-series forecasting, volatility modeling, and panel data analysis. Various concepts and approaches in the course will be subjected to real world data. Students are expected to have basic knowledge of the fundamentals of corporate finance and statistics. The course aims at providing a lasting conceptual framework for model building using modern applied econometric techniques commonly employed in finance.

No Syllabus Available



Leonardo Madureira


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Weatherhead School of Management
Case Western Reserve University

10900 Euclid Avenue
Cleveland, Ohio 44106-7235 USA

216.368.2030

weatherhead@case.edu