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May 01, 2024
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University Catalog 2022-2023 [ARCHIVED CATALOG]
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FINC 619: Financial Econometrics II3 Semester Credit Hours . 0-3-3 Prerequisite Doctoral standing and FINC 612 and FINC 630 or consent of instructor. Relations among prices, dividends, and returns. Present value relations and US stock price behavior. Models of intertemporal equilibrium, derivative pricing, fixed income, and term structure. Non-linearities in financial data.
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