BUSI 4440U – Financial Econometrics

The course covers econometric methods as applied to finance. It teaches students econometric theories, empirical methods, and gives students experience in estimating econometric models with financial data. Students will use Datastream/IBES/SDS/Capital IQ to obtain financial data and STATA as the programming software for empirical research. The course is in line with the CFA curriculum requirements on Quantitative methods in Finance. The major topics in empirical finance include estimation, hypothesis testing, correlation analysis and regression.
Credit hours: 3
Lecture hours: 3
Prerequisite(s): BUSI 1450U and ECON 2010U and (BUSI 3405U or BUSI 3410U or BUSI 3480U)