FINC 7201X Statistical Methods and Empirical Finance

45 hours; 3 credits

This course serves as an introductory exploration of statistical modeling for empirical financial analysis. It encompasses the handling of empirical datasets and the utilization of statistical techniques in the context of financial theory. Throughout the lectures, the course integrates financial applications with statistical methodologies, spanning a diverse range of topics, including regression analysis and its applications to asset pricing models, principal components, multivariate analysis, smoothing techniques, and financial time series. The course offers practical, hands-on experience in working with financial data.

Prerequisite: One undergraduate course in mathematics and one undergraduate course in statistics or equivalent

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