Quick Course Search

ECON509 - Time Series Methods in Financial Econometrics

Topics may include ARIMA modelling, spectral analysis, state-space models and the Kalman filter, nonstationary analysis, vector autoregressions, conditional heteroskedasticity and nonlinear models. Prerequisites: ECON 407 and 408 or equivalent.

Winter Term 2021

Lecture Sections

Winter Term 2021 - LEC B1 (44547)

MW 11:00:00 - 12:20:00 (T 1 83)
Instructor: sfossati@ualberta.ca

View Previous Terms View Past Syllabi