EE 435 Introductory Financial Econometrics

3 (3-0-6)

Prerequisites: EE325 (or EE425) and EE431

Estimating methods of financial econometrics models, such as the least square method and maximum likelihood, emphasizing the time-series models. This includes the univariate time-series model, high frequency time-series model, and multivariate time-series model. Financial forecasting. Regression estimating variables with the long-run relationship and short-run dynamics. Applying the model to analyze financial economic issues.