Faculty of Arts & Science · St. George
ECO462H1
Financial Econometrics
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From the calendar
Official source · Faculty of Arts & ScienceThis course is intended primarily for students in the Financial Economics specialist program. An introduction to the econometrics used in empirical finance, with an emphasis on estimation and inference using computer based applications. Topics will include: parametric and nonparametric models of volatility, evaluation of asset pricing theories, and models for risk management and transactions data.
- Contact hours
- 24 lecture · 12 tutorial
- Total scheduled hours for the course, not per week.
One option from each line
ECO358H1(70%)
ECO375H1(70%), or ECO375H5(70%)
How well we know this course
2022–2023Pyko’s archive holds 2 documents for ECO462H1, across 2 years between 2022 and 2023.
- 2
- Final exams
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What we don’t have yet
Source ledger
Report an error →| Claim | Source | Captured | Status |
|---|---|---|---|
| Course description, prerequisites, exclusions, contact hours | Faculty of Arts & Science | 2026-07-25 | public fact |
| 2 archived documents, 2022-2023 | Pyko archive | 2026-07-25 | index only |
Page last verified 2026-07-25. A claim whose source moves is withdrawn before it goes stale.
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