WClasses
AFM 423 - Topics in Financial Econometrics
This course introduces the use of advanced econometric/statistical methods in studying financial market data, and in quantitatively assessing risks associated with financial investments. The methods presented in this course are tailored to address specific issues of interest in finance, such as the quantification of the risk-return tradeoff, the modelling of time-varying stock/bond market volatility and, possibly, also the statistical analysis of financial derivatives such as options.
Prerequisites
One of AFM323/STAT374, STAT331, STAT371, STAT373
Corequisites
None
Antirequisites
None
Offerings
Spring 2026 [1265]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 4799 | 0 / 50 |
Winter 2026 [1261]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 4054 | 34 / 35 | 11:30 - 12:50 | M,W |
Winter 2025 [1251]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 4429 | 67 / 70 | 10:00 - 11:20 | M,W |
Winter 2024 [1241]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 8509 | 50 / 50 | 11:30 - 12:50 | T,Th |
Winter 2023 [1231]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 3646 | 33 / 50 | 13:00 - 14:20 | T,Th | HH 1106 | Tony Wirjanto |
| TST 101 | 3871 | 33 / 50 |
Winter 2022 [1221]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 3717 | 18 / 50 | 13:00 - 14:20 | T,Th | HH 1102 | Tony Wirjanto |
| TST 101 | 4049 | 18 / 50 |
Winter 2021 [1211]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 041 | 3783 | 31 / 50 | Tony Wirjanto |
Winter 2020 [1201]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 3867 | 27 / 50 | 13:00 - 14:20 | T,Th | HH 1102 | Tony Wirjanto |
| TST 101 | 8002 | 27 / 50 |
Winter 2019 [1191]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 3945 | 21 / 50 | 13:00 - 14:20 | T,Th | HH 1102 | Tony Wirjanto |
Winter 2018 [1181]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 8199 | 27 / 50 | 13:00 - 14:20 | T,Th | HH 1102 | Tony Wirjanto |
Winter 2016 [1161]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 7711 | 20 / 50 | 10:00 - 11:20 | T,Th | HH 1104 | Tony Wirjanto |