Dec 02, 2024  
USC Catalogue 2018-2019 
    
USC Catalogue 2018-2019 [ARCHIVED CATALOGUE]

ECON 614 Economic and Financial Time Series II

Units: 4
Terms Offered: Sp
Stock returns, predictability and volatility, random walk and variance-bounds tests, estimation of capital asset, multifactor, and derivative pricing models, term structure of interest rates.
Prerequisite: ECON 604 .
Instruction Mode: Lecture
Grading Option: Letter