ECO462H1: Financial Econometrics


This course is intended primarily for students in the Financial Economics specialist program. An introduction to the econometrics used in empirical finance, with an emphasis on estimation and inference using computer based applications. Topics will include: parametric and nonparametric models of volatility, evaluation of asset pricing theories, and models for risk management and transactions data.

ECO358H1(70%); ECO375H1(70%)/ ECO375H5(70%)
Society and its Institutions (3)