Graduate UB Academic Schedule

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.

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


Textbook information is available in the class schedule in the HUB Student Center via MyUB. Graduate School Homepage Office of the Registrar


Other Courses Taught By: Wu


ECO 798TUT Thesis Guidance ECO 598TUT Independent Research ECO 581LEC Econometrics 2

UB Graduate Academic Schedule: Spring 2021