ECON 6219: Financial Econometrics
University of North Carolina, Charlotte
Advanced time series with financial applications. Topics include: time series regressions (univariate and multivariate, stationary and non-stationary) and time series models (including ARMA, ARCH, GARCH, stochastic volatility and factor models). The emphasis will be on model properties, estimators, test statistics, and applications in finance.
Average GPA: 3.32
Grade distribution records: 151 students across 17 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A | 54 | 35.8% |
| B | 84 | 55.6% |
| C | 7 | 4.6% |
| W | 3 | 2.0% |
Based on 151 student grade records across 17 terms and 2 professors.
Instructors
- Christopher Kirby 122 students, Average GPA 3.17
- Steven Clark 29 students, Average GPA 3.93