Semester Hours:3Once a Year
This course provides the student with a thorough understanding of financial econometrics. Theoretical foundations of financial time series and their implications for testing and modeling are discussed. Econometrics models and tests and their applications to sample financial data are covered. Students will gain working knowledge of at least one industry standard statistical package.
Prerequisite(s)/Course Notes: MATH 072 or approved equivalent, MATH 135A or approved equivalent, MATH 138 or approved equivalent. Open only to matriculated graduate students in the Frank G. Zarb School of Business and in other Schools at Hofstra where appropriate. See specific program requirements. Same as FIN 275.