Feb 19, 2026  
2022-2023 Academic Catalog 
    
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2022-2023 Academic Catalog [Published Catalog]

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FINC 535/5204  -  Quantitative Financial Methods (3 cr.)


Prerequisites
ACCT 5201  and FINC 5202  

Description
This course introduces the main econometric methods and techniques used in the analysis of issues related to finance. This course covers different applications of the classical linear model, including departures from the general model’s basic assumptions: multicollinearity, autocorrelation, heteroskedasticity, endogenous regressors and GMM estimation. It also explores panel data, covering issues related to estimation and inference in panel datasets and applications. The course also discusses models with limited dependent variables (e.g. logit and probit models) and their applications. The last part provides also a special treatment of time series applications: Univariate and Multivariate time series. Students will actively use econometrics software with computer exercises in this course, available in the Lab Computers (e.g. STATA,…).


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