ECON436

Financial Econometrics

Prerequisite: Minimum grade of C- in ECON325 and ECON422. Restriction: Must be in Economics Bachelor of Science program. An introduction to financial econometrics, which is data science applied to understanding the financial system. Students will learn modern techniques in financial econometrics with an emphasis on the interaction between modeling (theory) and empirical analysis. Topics include relevant economic theory, optimization techniques, probability models, statistical analysis, and use of statistical software.

Past Semesters

Jintae Kim

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Include P/F semesters During the Spring 2020 and Spring 2021 semesters, students could choose to take some of their courses pass-fail mid-semester which skews grade data aggregated across multiple semesters.

Average GPA of 2.94 between 36 students*

A-: 8.33%

A: 8.33%

A+: 5.56%

B-: 22.22%

B: 13.89%

B+: 22.22%

C-: 5.56%

C: 8.33%

C+: 2.78%

W: 2.78%

* "W"s are considered to be 0.0 quality points. "Other" grades are not factored into GPA calculation. Grade data not guaranteed to be correct.