AP/ECON4140 3.0 M: Financial Econometrics
Offered by: ECON
Session
Summer 2019
Term
S2
Format
LECT
Calendar Description / Prerequisite / Co-Requisite
Introduces students to the econometric methods used in the analysis of financial data. Topics include the statistical modeling and forecasting of financial time series with applications to share prices and exchange and interest rates, the analysis of nonstationary and cointegrated series, the modeling of volatility, and the estimation and testing of asset pricing models. Prerequisites: AP/ECON 3210 3.00 or AP/ECON 3500 3.00, or equivalent.
Course Website
Many courses utilize Moodle, York University's course website system. If your course is using Moodle, refer to the image below to access it.
Relevant Links / Resources
- Academic Honesty
- Student Rights and Responsibilities
- Religious Observance
- Grading Scheme and Feedback
- 20% Rule
No examinations or tests collectively worth more than 20% of the final grade in a course will be given during the final 14 calendar days of classes in a term. The exceptions to the rule are classes which regularly meet Friday evenings or on Saturday and/or Sunday at any time, and courses offered in the compressed summer terms. - Academic Accommodation for Students with Disabilities
