FIN 690 - Financial Econometrics

This course focuses upon the fundamental statistical tools used in contemporary financial analysis both in academia and in the real world of finance itself. The course will involve both a theoretical development of the techniques as well as empirical applications. The applications will involve computer printouts with an emphasis on the SPSS statistical package and the EViews statistical package. The course will begin with a review and extension for the classical linear regression model, including its development in matrix form. The remainder of the course will then explore modern time-series econometrics, which is especially relevant for finance.