FINC 672 Introduction to Financial Econometrics (2)

This course teaches introductory financial econometrics to analyze financial market data. The econometric techniques are frequently used in the finance sector for various investment decision-making. As tremendous financial data is being collected and made available in recent years, the understanding of the financial theories and the skillsets to implement the theories in practice become more critical. Now, many areas of the finance sector are tech-dependent or sometimes tech-driven (such as Fintech). Even if Excel will continue playing as a major financial analysis tool, the current data- and tech-driven trend in the finance sector requires complementary advanced financial analytical skillsets. This course introduces financial econometrics theories and teaches how to make those theories into action using the statistical language R. However, this course’s emphasis is more on the implementation of theories in practical settings rather than the introduction of theories. Examples will show how R and Excel can complement each other in financial analysis.

Grading Basis: Graded