Exploring term Fall 2023 Change
- ACAN: Arts of Canada
- ADMN: Public Administration
- AE: Art Education
- AGEI: Ageing
- AHVS: Art History and Visual Studies
- ANTH: Anthropology
- ART: Visual Arts
- ARTS: Arts
- ASL: American Sign Language
- ASTR: Astronomy
- ATWP: Academic and Technical Writing Program
- BCMB: Biochemistry and Microbiology
- BIOC: Biochemistry
- BIOL: Biology
- BME: Biomedical Engineering
- CE: Community Engagement
- CHEM: Chemistry
- CIVE: Civil Engineering
- COM: Commerce
- CS: Canadian Studies
- CSC: Computer Science
- CW: Creative Writing (En'owkin Centre)
- CYC: Child and Youth Care
- DHUM: Digital Humanities
- DSST: Disability Studies (DSS)
- ECE: Electrical and Computer Engineering
- ECON: Economics
- ED-D: Educational Psychology and Leadership Studies
- ED-P: Curriculum and Instruction Studies
- EDCI: Curriculum and Instruction Studies
- EDUC: Education
- ENGR: Engineering
- ENSH: English
- ENT: Entrepreneurship
- EOS: Earth and Ocean Sciences
- EPHE: Exercise Science, Physical and Health Education
- ER: Environmental Restoration
- ES: Environmental Studies
- EUS: European Studies
- FA: Fine Arts
- FRAN: French and Francophone Studies
- GDS: Global Development Studies
- GEOG: Geography
- GMST: Germanic Studies
- GNDR: Gender Studies
- GREE: Greek
- GRS: Greek and Roman Studies
- HDCC: Human Dimensions of Climate Change
- HINF: Health Information Science
- HLTH: Health
- HS: Health and Society
- HSD: Human and Social Development
- HSTR: History
- HUMA: Humanities
- IB: International Business
- ICDG: Indigenous Community Development and Governance
- IED: Indigenous Education
- IGOV: Indigenous Governance
- INGH: Indigenous Health Studies
- INTS: International Health Studies
- IS: Indigenous Studies
- ISP: Intercultural Studies and Practice
- ITAL: Italian
- LAS: Latin American Studies
- LATI: Latin
- LAW: Law
- LING: Linguistics
- MATH: Mathematics
- MDIA: Media Studies
- MECH: Mechanical Engineering
- MEDI: Medieval Studies
- MEDS: Medical Science
- MICR: Microbiology
- MRNE: Marine Science
- MUS: Music
- NURS: Nursing
- PAAS: Pacific and Asian Studies
- PHIL: Philosophy
- PHYS: Physics
- POLI: Political Science
- PORT: Portuguese
- PSYC: Psychology
- RCS: Religion, Culture and Society
- SCIE: Science
- SENG: Software Engineering
- SJS: Social Justice Studies
- SLST: Slavic Studies
- SMGT: Service Management
- SOCI: Sociology
- SOCW: Social Work
- SOSC: Social Science
- SPAN: Spanish
- STAT: Statistics
- TCA: Transformative Climate Action
- THEA: Theatre
- TS: Technology and Society
- VIRS: Visiting International Research Studies
- VKUR: Valerie Kuehne Undergraduate Research Award
- WRIT: Writing
- ECON100: The Canadian Economy - Problems and Policies
- ECON103: Principles of Microeconomics
- ECON104: Principles of Macroeconomics
- ECON111: The Economy and the Environment
- ECON112: Strategy, Conflict and Co-operation
- ECON180: Introduction to Economics and Financial Project Evaluation
- ECON185: Introductory Topics in Economics
- ECON203: Intermediate Microeconomics I
- ECON204: Intermediate Macroeconomics
- ECON205: Managerial Economics
- ECON225: Writing for Economists
- ECON245: Descriptive Statistics and Probability
- ECON246: Statistical Inference
- ECON305: Money and Banking
- ECON306: International Economics
- ECON308: Economics and the Law
- ECON309: Competition Policy
- ECON312: Urban Land Economics
- ECON313: Intermediate Microeconomics II
- ECON317: The Economics of Canadian Health Care
- ECON318: Health Economics
- ECON320: Economic Development
- ECON321: The Economic History of Canada
- ECON325: Public Economics
- ECON327: Economic History of North America
- ECON329: Development and Economics
- ECON333: Introduction to Economic Growth
- ECON337: History of Economic Thought to 1870
- ECON338: History of Economic Thought Since 1870
- ECON339: Economics of the Family
- ECON345: Applied Econometrics I
- ECON346: Applied Econometrics II
- ECON350: Mathematical Economics I: An Introduction to Static Methods
- ECON351: Mathematical Economics II: An Introduction to Dynamic Methods
- ECON358: Intermediate Competition Economics
- ECON365: Econometrics: Part I
- ECON366: Econometrics: Part II
- ECON370: Labour Economics I
- ECON381: Environmental Economics I
- ECON382: Natural Resource Economics I
- ECON383: Climate Economics
- ECON400: Advanced Topics in Microeconomic Theory
- ECON401: Advanced Topics in Macroeconomic Theory
- ECON403: Agricultural Economics and Policy
- ECON405A: International Trade Theory
- ECON405B: International Monetary Theory and Policy
- ECON406: Monetary Economics
- ECON410A: Problems of Canadian Microeconomic Policy
- ECON410B: Problems of Canadian Macroeconomic Policy
- ECON413: Economics of Firm Strategy
- ECON416: Cost Benefit Analysis: Principles and Application
- ECON420: Theory of Economic Development
- ECON422: Issues in European Economic Integration
- ECON423: Economics and Indigenous Nations
- ECON435: Financial Economics
- ECON437: Philosophical Problems in Contemporary Economics
- ECON450: Game Theory in Economics
- ECON451: General Equilibrium and Welfare Economics
- ECON452: Information and Incentives
- ECON453: Economic Growth
- ECON454: Theory of Corporate Finance
- ECON457: Computational Economics
- ECON458: Advanced Competition Economics
- ECON465: Advanced Applied Econometrics
- ECON468: Financial Econometrics
- ECON471: Labour Economics II
- ECON481: Environmental Economics II
- ECON482: Natural Resource Economics II
- ECON485: Topics in Economics
- ECON486: Topics in Econometrics
- ECON495: Directed Studies
- ECON496: Directed Experiential Learning in Economics
- ECON499: Fourth-Year Honours Thesis and Seminar
ECON468
Financial Econometrics
An introduction to time series econometrics through the medium of financial applications, the lognormal model of asset returns and the random walk model of stock prices. variance ratio tests of the random walk/martingale hypothesis, stationary versus nonstationary stochastic processes, autocorrelations and tests for temporal dependence, trend stationary versus difference stationary models of nonstationarity, ARMA models for stationary variables, GARCH models of volatility clustering, unit root tests and cointegration.
Lecture: 3h
Lab: 1h
Tutorial: 0h
Credits: 1.5