FIN 540: Financial Analytics

The course introduces advanced methodological tools required for conducting finance and investment analysis research. The course aims to equip students with a working knowledge of important econometric techniques used in financial economics, such as event study, advanced time series analysis, and survival analysis. Substantial emphasis will be placed on developing programming skills in computer programs. The course emphasizes understanding and learning how to apply practitioners' econometric tools in these areas. Students will also cover the basic theory of statistical inference with linear models, general linear models, Heteroskedasticity models, time series models, analysis of variance, discriminate analysis, factor analysis, and non-parametric tests