BPHD 8140: Econometrics III
University of North Carolina, Charlotte
Advanced study of the econometric methods applicable to financial economic modeling. Examines the predictability of stock market returns, the event study methodology, single factor and multifactor models, basic principles of portfolio theory and portfolio evaluation. The course also covers topics on volatility modeling and fixed-income securities.
Average GPA: 3.32
Grade distribution records: 28 students across 10 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A | 9 | 32.1% |
| B | 19 | 67.9% |
Based on 28 student grade records across 10 terms and 1 professor.
Instructors
- Christopher Kirby 28 students, Average GPA 3.32