ECON 727Financial Econometrics

Units: 0.50
Level: Graduate
Faculty: Arts
Subject: Economics

Not in the current Graduate Calendar. Shown as it appeared in Spring 2025.

When it runs

Ran in 0 of the last 7 terms. Winter 2027: not on the schedule. Spring 2027: schedule not out yet.

This course focuses on the theory and application of estimation and statistical evaluation of continuous-time stochastic processes frequently used in finance. In particular, it provides an in-depth discussion of estimation methods and statistical tests in the context of dynamic models of the term structure of interest and option pricing.

Prerequisites

Must have completed the following:
- STAT850 - Estimation and Hypothesis Testing (0.50)

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Check it elsewhere for Fall 2026

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Calendar versions

Graduate Calendar

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In 42 terms, Fall 2006 to Winter 2024