苹果淫院

Updated: Sun, 10/06/2024 - 10:30

From Saturday, Oct. 5 through Monday, Oct. 7, the Downtown and Macdonald Campuses will be open only to 苹果淫院 students, employees and essential visitors. Many classes will be held online. Remote work required where possible. See Campus Public Safety website for details.

Du samedi 5 octobre au lundi 7 octobre, le campus du centre-ville et le campus Macdonald ne seront accessibles qu鈥檃ux 茅tudiants et aux membres du personnel de l鈥橴niversit茅 苹果淫院, ainsi qu鈥檃ux visiteurs essentiels. De nombreux cours auront lieu en ligne. Le personnel devra travailler 脿 distance, si possible. Voir le site Web de la Direction de la protection et de la pr茅vention pour plus de d茅tails.

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ECON 763 Financial Econometrics (3 unit茅s)

Minerva Class Scheduling Visit Minerva > Student > Registration > Class Schedule for course dates & times.

Offered by: 脡conomie (Arts et service social)

Administered by: 脡tudes sup茅rieures et recherch

Vue d'ensemble

脡conomie (Arts) : This course covers advanced time series methods used in the analysis of financial data and other potentially non-stationary time series. Topics: integrated time series, co-integration, unit root testing, conditional heteroscedasticity, long memory, non-parametric and neural network models. Applications include market efficiency, stochastic volatility and predictability of asset returns.

Terms: Hiver 2024

Instructors: Dufour, Jean Marie (Winter)

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