Financial Econometrics (FINA 4397, FINA 7354)

The goal of this class is to provide students with econometric tools and techniques to analyze and interpret financial data. Students will learn how to organize and work with financial data (cross-section, time series, and panel data), as well as analyzing financial data sets using appropriate econometric techniques. The class also aims to help students to code, using R, different estimation techniques and statistical tests.