FINN 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).� Emphasis placed on model properties, estimators, test statistics, and applications in finance.
Average GPA: 3.39
Grade distribution records: 334 students across 19 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A | 137 | 41.0% |
| B | 158 | 47.3% |
| C | 15 | 4.5% |
| W | 15 | 4.5% |
Based on 334 student grade records across 19 terms and 1 professor.
Instructors
- Christopher Kirby 334 students, Average GPA 3.39