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Overview

Introduces students to financial econometrics, the science of combining finance theory and statistical techniques to analyze financial data. Theoretical tools necessary to do applied econometric research in finance are discussed. Focus is on probability, statistical models, and statistical optimization and estimation techniques. The least squares methodology for single explanatory and … For more content click the Read More button below.

Conditions for Enrolment

Prerequisite: enrolment in program 8406

Course Outline

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Fees

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)