USC Schedule of Classes

Fall 2016

Economics 614:

Economic and Financial Time Series II (4.0 units)

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. Prerequisites: ECON 609.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
26236D001Lecture2:00-4:50pmMonday10 of 13Hyungsik Roger MoonKAP335session dates
Information accurate as of March 5, 2017 4:44 pm.
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