BUS 386 - Financial Econometrics

Institution:

CUNY Queens College

Subject:

Business

Description:

Methods of empirical analysis of financial markets covering modern statistical and econometric techniques necessary for both professional and academic quantitative research in finance. Particular emphasis will be placed on measuring risk of holding and trading financial assets. Topics include: autoregressive and moving average models, ARCH, GARCH, analysis of high frequency intraday financial data.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.qc.cuny.edu

Phone Number:

(718) 997-5000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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