May 17, 2025  
2024-2025 Graduate Catalog 
    
2024-2025 Graduate Catalog

MGF 637LEC - Financial Modeling


In this course, students will use financial econometric models to analyze problems of model specification, estimation, analysis and forecasting commonly faced by analysts in financial markets. The course materials cover the measurement and estimation of asset returns, earnings, macroeconomic data, risk and related applications in financial data analysis and visualization. Topics include regression analysis of time series/ARIMA models, multiple regression specifications and models of asset volatility including ARCH and GARCH. Throughout the course, students will use the statistical functions of the R programming language to analyze, model and forecast a variety of financial data.

Credits: 3

Term Typically Offered: Fall, Spring