Financial Econometrics | Weatherhead School at Case Western Reserve University

Financial Econometrics

3.00 credit hours

This course represents a rigorous study of the latest developments in the area of financial 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 (Spring 2023)

NOTE: Instructors and offerings vary by semester. Visit the Schedule of Classes for the most up-to-date information.