Nov 27, 2024  
2019-2020 Graduate Studies Bulletin 
    
2019-2020 Graduate Studies Bulletin [ARCHIVED BULLETIN]

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FIN 235 - Advanced Statistical Modeling in Finance


Semester Hours: 3
Once a Year
This course will provide the student with a comprehensive understanding of statistical modeling techniques that are widely used in applied modeling of financial data. Emphasis will be placed on model development, validation and interpretation, in the context of real applications to financial and economic data.  Topics will include time series regression, including cointegration and volatility models, panel data modeling, and qualitative response models, such as Logistic and Probit models.  Students will gain a working knowledge of at least one industry standard statistical package. 

Prerequisite(s)/Course Notes:
BAN 203  or approved equivalent.  Open only to matriculated graduate students in the Zarb School of Business and in other Schools at Hofstra where appropriate. See specific program requirements. Credit given for this course or BAN 235 , not both.





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