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University at Buffalo

UB Graduate Academic Schedule: Spring 2021


This information is updated nightly. Additional information about this course, including real-time course data, prerequisite and corequisite information, is available to current students via the HUB Student Center, which is accessible via MyUB.


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ECO 528SEM - Empir Mtds Finan Eco
Lecture
Empir Mtds Finan Eco WU Enrollment Information (not real time - data refreshed nightly)
Class #:   21093   Enrollment Capacity:   12
Section:   WU   Enrollment Total:   4
Credits:   3.00 credits   Seats Available:   8
Dates:   02/01/2021 - 05/07/2021   Status:   OPEN
Days, Time:   TBA , TBA
Room:   Remote view map
Location:   Remote      
Comments
Course modality: Remote, recorded, not real time
Enrollment Requirements
Prerequisites: ECO 528 Pre-Requisite: ECO 580 or ECO 581
  Course Description
This course focuses on empirical aspects of financial economics. Students will learn how to use econometrics creatively to generate stylized factors or test the implication offered by economic theories. Today?s capital markets are becoming increasingly sophisticated and involved with many important economic problems, such as the allocation of resources, economic stability, and growth under uncertainty. The following topics will be covered: stock and bond returns predictability, stochastic volatility, estimation for option prices, computing and estimating term structures of interest rates, volatility, and credit risks. Suggested Pre-requisites: ECO 526, ECO 527, ECO 580, ECO 581, ECO 592
  Instructor(s)
             Wu look up    
  On-line Resources
Other Courses Taught By: Wu