Economics (ECON)
Department of Economics
ECON 5055 [0.5 credit]
Financial Econometrics
The econometrics of empirical finance including parametric and nonparametric models of volatility, evaluation of asset-pricing theories, and models for risk management and transactions data.Prerequisite: ECON 5005 (or equivalent).
Summer session: some of the courses listed in this Calendar are offered during the summer. Hours and scheduling for summer session courses will differ significantly from those reported in the fall/winter Calendar. To determine the scheduling and hours for summer session classes, consult the class schedule at central.carleton.ca
Not all courses listed are offered in a given year. For an up-to-date statement of course offerings for the current session and to determine the term of offering, consult the class schedule at central.carleton.ca