2024s1-apecon4140a-03

AP/ECON4140 3.0 A: Financial Econometrics

Offered by: ECON


 Session

Summer 2024

 Term

S1

Format

LECT

Instructor

Calendar Description / Prerequisite / Co-Requisite

Introduces students to the econometric methods used in the analysis of financial data. Topics include the statistical modeling and forecasting of financial time series with applications to share prices and exchange and interest rates, the analysis of nonstationary and cointegrated series, the modeling of volatility, and the estimation and testing of asset pricing models. Prerequisites: AP/ECON 3210 3.00 or AP/ECON 3500 3.00, or equivalent.


Course Start Up

Course Websites hosted on York's "eClass" are accessible to students during the first week of the term. It takes two business days from the time of your enrolment to access your course website. Course materials begin to be released on the course website during the first week. To log in to your eClass course visit the York U eClass Portal and login with your Student Passport York Account. If you are creating and participating in Zoom meetings you may also go directly to the York U Zoom Portal.

For further course Start Up details, review the Getting Started webpage.

For IT support, students may contact University Information Technology Client Services via askit@yorku.ca or (416) 736-5800. Please also visit Students Getting Started UIT or the Getting Help - UIT webpages.


    Relevant Links / Resources