MGED70H3 Financial Econometrics

Financial econometrics applies statistical techniques to analyze the financial data in order to solve problems in Finance. In doing so, this course will focus on four major topics: Forecasting returns, Modeling Univariate and Multivariate Volatility, High Frequency and market microstructure, Simulation Methods and the application to risk management.

Prerequisite: 
Exclusion: 

( ECMD70H3), ECO462H

Enrolment Limits: 
30
Breadth Requirements: 
Quantitative Reasoning