Type of Courses

Number

of Courses

Number of Units

Compulsory Courses

Research Skills and Statistical Analysis

6

16

Major Courses

5

15

Electives (Supporting Courses)

2

6

Dissertation

1

12 Units

Total

17

(37) Units + (12) Units for Dissertation

Code

Course

Units

BA 601

Theory Development in Business Administration

3

BA 698

Seminar in Advanced Research Design

ECON 606

Advanced Economic Analysis

3

QUA608

ECON608

Advanced Business Statistics (Management & Marketing majors) Econometrics (Finance & Accounting majors)

3

QUA 609

ECON 609

Applied Multivariate Analysis (Management & Marketing majors) Financial Econometrics (Finance & Accounting majors)

3

MGT 699

Thesis Proposal Preparation in Management

MKT 699

FIN 699

Thesis Proposal Preparation in Marketing

Thesis Proposal Preparation in Finance

l

ACCT 699

Thesis Proposal Preparation in Accounting

Total

16

code

Course

Units

MGT 611

Organization Theory

3

MGT 613

Advanced Organizational Behavior

3

MGT 614

Seminar in Human Resources Management

3

MGT 616

Seminar in Strategic Management

3

MGT 630

Current Issues in Management

3

Total Units

15

Code

Course

Units

MKT 611

Advanced Consumer Behavior

3

MKT 613

Seminar in Marketing Theory

MKT 614

Marketing Research

3

MKT 616

Seminar in Marketing Channels

3

MKT 630

Current Issues in Marketing

3

Total Units

15

Code

Course

raw

FIN 611

Theory of Finance

3

FIN 613

Financial Derivatives and Risk

3

FIN 614

Seminar in Corporate Finance

3

FIN 616

Seminar in Investment

3

FIN 630

Current Issues in Finance

3

Total Units

15

Code

Course

ACCT 611

Development of Accounting Thoughts

3

ACCT 613

Managerial Accounting Seminar

3

ACCT 614

Contemporary Issues in Auditing and Assurance Services

3

ACCT 616

Contemporary Issues in Financial Accounting

3

ACCT 630

Contemporary Issues in Accounting for Zakat and Tax

3

Total Units

15

Code

Course

Units

MGT 618

Leadership in Organizations

3

MGT 620

Total Quality Management

3

MGT 622

Corporate Governance

3

MGT 624

Decision-Making Theory

3

MGT 626

Organizational Change and Development

3

BA 661

Measurement Theory and Method

3

QUA 611

Applied Nonparametric Statistics

3

Code

Course

Units

MKT 618

Product Management

3

MKT 620

Integrated Marketing Communications

3

MKT 622

Global Marketing

3

MKT 624

Service Marketing

3

MGT 622

Corporate Governance

3

BA 661

Measurement Theory and Method

QUA 611

Applied Nonparametric Statistics

Code

Course

Units

FIN 618

Behavioral Finance

3

FIN 620

Asset Valuation

3

FIN 622

International Financial Management

3

MGT 622

Corporate Governance

3

BA 661

Measurement Theory and Method

3

QUA 609

Applied Multivariate Analysis

3

QUA 611

Applied Nonparametric Statistics

3

Code

Course

Units

ACCT 618

Accounting Information Systems

3

FIN 614

Seminar in Corporate Finance

FIN 616

Seminar in Investment

3

FIN 620

Asset Valuation

3

MGT 622

Corporate Governance

3

BA 661

Measurement Theory and Method

3

QUA 609

Applied Multivariate Analysis

3

Level (1)

Units

Level (2)

Units

BA 601

Theory Development in Business Administration

3

MGT 61 l

Organization Theory

3

ECON 606

Advanced Economic Analysis

3

MGT 613

Advanced Organizational

Behavior

3

QUA 608

Advanced Business Statistics

3

QUA 609

Applied Multivariate Analysis

3

Total

9

Total

Level (3)

Units

Level (4)

Units

MGT 614

Seminar in Human Resources Management

3

MGT 630

Current Issues fn Management

3

MGT 616

Seminar in Strategic Management

3

BA 698

Seminar in Advanced Research Design

3

Elective Course (1)

Elective Course (2)

3

MGT 699

Thesis Proposal Preparation

Total

9

Total

10

Level (5)

Units

Level (6)

Units

COM 700

Comprehensive Exam

MGT 700

Thesis

12

Code

Elective Courses for Management Majors

Units

MGT 618

Leadership in Organizations

3

MGT 620

Total Quality Management

3

MGT 622

Corporate Governance

3

MGT 624

Decision-Making Theory

3

MGT 626

Organizational Change and Development

3

BA 661

Measurement Theory and Method

3

QUA 611

 Applied Nonparametric Statistics

3

Level (1)

Units

Level (2)

Units

BA 601

Theory Development in Business Administration

3

MKT 611

Advanced Consumer Behavior

3

ECON 606

Advanced Economic Analysis

3

MKT 613

Seminar in Marketing

Theory

3

QUA 608

Advanced Business Statistics

3

QUA 609

Applied Multivariate Analysis

3

Total

9

Toll

9

Level (3)

Units

Level (4)

MKT 614

Marketing Research

3

MKT 630

Current Issues in Marketing

3

MKT 616

Seminar in Marketing Channels

3

BA 698

Seminar in Advanced Research Design

3

Elective Course (1)

3

-

Elective Course (2)

3

-

MKT 699

Thesis Proposal Preparation

1

Total

9

Total

10

Level (5)

Units

Level (6)

Units

COM 700

Comprehensive Exam

MKT 700

Thesis

12

Code

Elective Courses for Marketing Majors

MKT 618

Product Management

3

MKT 620

Integrated Marketing Communications

3

MKT 622

Global Marketing

3

MKT 624

Service marketing

3

MGT 622

Corporate Governance

3

BA661

Measurement Theory and Methods

3

QUA 611

Applied Nonparametric Statistics

3

Level (1)

Units

Level (2)

Units

BA 601

Theory Development in Business Administration

3

FIN 611

Theory of Finance

3

ECON 606

Advanced Economic Analysis

3

FIN 613

Financial Derivatives and Risk

3

ECON 608

Econometrics

3

ECON 609

Financial Econometrics

3

Total

9

Total

9

Level (3)

Units

Level (4)

Units

FIN 614

Seminar in Corporate Finance

3

FIN 630

Current Issues in Finance

3

FIN 616

Seminar in Investment

3

BA 698

Seminar in Advanced Research Design

3

Elective Course (l)

3

-

Elective Course (2)

3

FIN 699

Thesis Proposal

Preparation

1

Total

9

Total

10

Level (5)

Units

Level (6)

COM 700

Comprehensive Exam

FIN 700

Thesis

12

Code

Elective Courses for Finance Majors

FIN 618

Behavioral Finance

FIN 620

Asset Valuation

3

FIN 622

International Financial Management

3

MGT 622

Corporate Governance

3

BA 661

Measurement Theory and Method

3

QUA 609

Applied Multivariate-Analysis

3

QUA 611

Applied Nonparametric Statistics

3

Level (1)

Units

Level (2)

Units

BA 601

Theory Development in Business Administration

3

ACCT 611

Development of Accounting Thoughts

3

ECON 606

Advanced Economic

Analysis

3

ACCT 613

Managerial Accounting Seminar

3

ECON 608

Econometrics

3

ECON 609

Financial Econometrics

3

Total

Total

9

Level (3)

Units

Level (4)

ACCT 614

Contemporary Issues In Auditing and Assurance Services

3

ACCT 630

Contemporary Issues in Accounting for Zakat and Tax

3

ACCT 616

Contemporary Issues n

Financial Accounting'

3

BA 698

Seminar in Advanced Research Design

3

Elective Course (1)

3

Elective Course (2)

3

ACCT 699

Thesis Proposal Preparation

Total

Total

10

Level (S)

Units

Units

COM 700

Comprehensive Exam

ACCT 700

Thesis

12

Code

Elective Courses for Accounting Majors

Units

ACCT 618

Accounting Information Systems

3

FIN 614

Seminar in Corporate Finance

3

FIN 616

Seminar in Investment

3

FIN 620

Asset Valuation

3

MGT 616

Seminar in Strategic Management

3

MGT 622

Corporate Governance

3

BA 661

Measurement Theory and Method

3

QUA 609

3

BA 601

Theory Development in Business Administration

3 (3+0)

Prerequisite

BA 598

The effective use of epistemology in generating, defending and clarifying logically rigorous arguments is explored. Students from diverse business disciplines will examine the processes which have guided theory development and theory testing. Attention will focus on what criteria are used to assess the adequacy of explanations and useful theories. Topics include philosophy of science, finding and formulating research problems and questions, literature reviews and searches, basic concepts in measurement, sampling, and qualitative and quantitative research methods and designs. During the course, each student is expected to prepare a research proposal/literature review.

BA 661

Measurement Theory and Method

3 (3+0)

Prerequisite

QUA 608 or

ECON 608

This course is designed to provide theoretical and methodological issues in social science measurement. The basics of measurement including Classical Test Theory, Reliability, Validity, and Item Response Theory are covered. Measurement analysis such as Exploratory and Confirmatory Factor analysis are included as well. Students are to model measurement error using Structural Equation Modeling, with mediation and moderation effects. This course replies on a broad use of statistical packages such as SPSS, AMOS, LISREL, and EQS.

BA 698

Seminar in Advanced Research Design

3 (3+0)

Prerequisite

BA 601

This course discusses advanced research techniques and designs, and their applications to business problems. The course contributes to developing the students’ skills in preparing the dissertation proposal. The course objectives include developing the students’ ability to: 1) acquire advanced research techniques in business administration, 2) identify a research area of interest, 3) conduct a literature review, 4) form research questions and operational hypotheses, 5) develop a research design, and 6) delineate a data analysis and interpretation plan.

MGT 611

Organization Theory

3 (3+0)

Prerequisite

BA 511

The course centers on both psychological and sociological approaches to analyzing organizations, end emphasizes issues usually considered to be at the macro level of analysis such as organizational environment, structure, technology, power, as well as effectiveness. A critical review and analysis of contemporary theory and research on organization structure, process, and performance are conducted. In addition, topics related to reorganization and inter-organizational relationships are discussed. Opportunities are provided to the student to develop the necessary diagnostic and research skills required in organization studies.

MGT 613

Advanced Organization Behavior

3 (3+0)

Prerequisite

BA 511

The purpose of this course is to help students understand current research areas, identify research topics, formulate researchable problems in this field, and choose appropriate research methods. It also encourages students to evaluate behavioral research and determine how well behavioral theories describe or explain real practices in organizations. Students participate in the critique of the methods used in outstanding current research, and in evaluating it in terms of the underlying theories, hypotheses, measurements, data analysis, hypotheses testing, findings, and interpretation.

MGT 614

Seminar in Human Resource Management

3 (3+0)

Prerequisite

This course focuses on contemporary research on human resource management as it relates to theories in organizational studies, sociology, and labor economics. The course analyzes these issues kom both the individual and organizational levels. Current research subjects in HRM are thoroughly discussed. Students participate in the critique of the methods used in outstanding current research, and in evaluating it in terms of the underlying theory, hypotheses, measurements, data analysis, hypotheses testing, findings, and interpretation.

MGT 616

Seminar in Strategic Management

3 (3+0)

Prerequisite

This course discusses the process of strategic management in large complex organizations and focuses on the structuring of strategic management and control process. Research is reviewed with regards to corporate objectives, evaluation of corporate strengths and weaknesses, the design of corporate planning systems, and corporate modeling. Management will be evaluated, including study of environmental scanning and incorporation of critical external factors in the planning process. Also, emphasis is placed on the implementation of strategy and the mechanics of planning and control.

MGT 618

Leadership in Organizations

3 (3+0)

Prerequisite

This course discusses several approaches to study leadership. It aims at showing the richness and complexity of the leadership theory and research. The course demonstrates the development of knowledge concerning leadership phenomena, and identifies the contribution of the trait, behavioral, contingency, neo-charismatic paradigms, and the result of empirical research on prevailing theories. Development of focused research problems, theory building, hypotheses formulations, research design, and observation in leadership will be emphasized.

MGT 620

Total Quality Management

3 (3+0)

Prerequisite

The course provides a comprehensive coverage of total quality management emphasizing the principles and practices of TQM. Issues studied include: customer satisfaction, employee involvement, continuous improvement, supplier partnership, and performance measure, as well as related tools and techniques, such as statistical process control, quality systems, benchmarking, quality function deployment, experimental design, Tagushi’s quality engineering, failure mode and effect analysis. The student analyzes and evaluates research studies conducted in this field.

MGT 622

Corporate Governance

3 (3+0)

Prerequisite

Every business activity is affected by the issues of corporate governance and social responsibility. This course will examine how modem corporations are governed and to whom they should be responsible. The course will discuss the effects of legislation on corporate governance and examines both best practices and some of the high profile examples of companies that have been criticized because of poor corporate governance and lax policies that do not protect the interest of employees, customers, and the firms brand value. Consideration is also given to international comparisons of corporate governance structures and legal issues arising in contests for corporate control.

MGT 624

Decision Making Theory

3 (3+0)

Prerequisite

The purpose of this course is to analyze and critique research and theory on decision making around its three main streams: (1) descriptive — the use of decision theory to describe behavior, (2) normative - the use of the axiomatic theory to select axioms, and (3) prescriptive — the use of corrective techniques to improve decision making. Concepts, such as rational choice, expected utilities, and Bayes’s theorem will be discussed. The course provides a comprehensive discussion of scientific inquiries and research in

decision-making.

MGT 626

Organizational Change and Development

3 (3+0)

Prerequisite

This course discusses assumptions, rationales, and theories of organizational change and development. The objective of the course is to enable students to study how organizations change and how managers direct the change process, as well as to identify the major factors involved in organizational change. The course illustrates the major techniques of organizational development, evaluates the effectiveness of organizational development programs, and discusses the potential cultural barriers to effective implementation of organizational development programs.

MGT 630

Current Issues in Management

3 (3+0)

Prerequisite

The main objective of this course is to discuss, analyze, and critique current management issues and problems, and to review emerging management literature and studies. The course gives special attention to human resources management, operations management, competitive strategies, and other topics not covered in other courses. Topics may vary from semester to semester according to the issues of importance at the time and according to the instructor.

MGT 699

Thesis Proposal Preparation

1 (1+0)

Corequisite

BA 698

The proposal course is offered during the student's fourth term of study. It is a corequisite with BA 698(Seminar in Advanced Research Design). This course is designed to provide a forum to help students develop their dissertation proposal. The outcome of these two courses, is the first draft of the Doctoral Research Proposal.

MKT 611

Advanced Consumer Behavior

3 (3+0)

Prerequisite

BA 541

This course discusses the development of consumer behavior research, theories, and models, and evaluates this development from theoretical as well as practical perspectives. The course includes several readings, and the student will be engaged in library research and class discussions presenting his critique of the state of the art and forming a position with regards to the topics discussed.

    MKT 613

Seminar in Marketing Theory

3 (3+0)

Prerequisite

      BA 541   

This seminar addresses issues pertaining to theory development and testing in social

MKT 614

Marketing Research

3 (3+0)

Prerequisite

QUA 609

The purpose of this seminar is to expand the students’ knowledge and skills beyond the mechanics of marketing research techniques and intelligence. This includes the application of research techniques to specific marketing problems such as new product introduction and advertising research. The student should be extensively trained to use advanced statistical applications in the areas of experimentation and multivariate analysis. During the course, the student is required to conduct case analyses and research projects.

MKT 616

Seminar in Marketing Channels

3 (3+0)

Prerequisite

The purpose of this seminar is to discuss major research topics and new developments in the field of marketing channels and institutions. Classic and current channel articles will be discussed and emerging trends in channel research will be explored. Students will read, discuss, and critique assigned articles in the field.

MKT 618

Product Management

3 (3+0)

Prerequisite

This course provides the student with the specialized knowledge, analysis, and assessment skills needed for product management. This includes the learning of how strategic product decisions are made and the use of the tools and techniques available in this field. Student assignments include product research reviews and critique. Case analysis and field experimentation are among the teaching techniques used.

MKT 620

Integrated Marketing Communications

3 (3+0)

Prerequisite

The course discusses communication theories and their applications to marketing. It focuses on the review and critique of studies related to the behavioral foundations of marketing communications, diffusion of innovations, persuasive communications, response-to-advertising models, positioning strategies, advertising effectiveness, message appeal, media strategies, and other recent trends in marketing communications research. Students review and discuss research conducted in this field.

MKT 622

Global Marketing

3 (3+0)

Prerequisite

The main objective of the course is to discuss, analyze, and critique research pertaining to global marketing activities. Topics include theories of foreign trade, international marketing strategies, and international marketing research and information systems. In addition, the course discusses a number of contemporary issues such as standardization versus adaptation, cultural, social, competitive, economic, legislative, and political factors influencing global marketing, non-traditional exports and the impact of the World Trade Organization on the economies of developing countries, with a particular reference to Saudi Arabia.

MKT 624

Service Marketing

3 (3+0)

Prerequisite

The purpose of this seminar is to discuss major research topics and new developments in services. Classic and current service articles will be reviewed and emerging ideas in service research will be explored. As reviews and discussions proceed, the seminar allows the students to develop research ideas, proposals, and papers related to services research.

MKT 630

Current Issues in Marketing

3 (3+0)

Prerequisite

The main objective of this course is to discuss, analyze, and critique current marketing issues and problems, and to review emerging marketing studies in all marketing fields. The course gives special attention to global marketing issues and how modern and emerging marketing techniques and tools can be applied to the Saudi environment. Topics may vary from semester to semester according to the issues of importance at the time and according to the instructor.

MKT 699

Thesis Proposal Preparation

1 (1+0)

Corequisite

BA 698

The proposal course is offered during the student's fourth term of study. It is a co-requisite with BA 698 (Seminar in Advanced Research Design). This course is designed to provide a forum to help students develop their dissertation proposal. The outcome of these two courses, is the first draft of the Doctoral Research Proposal.

FIN 611

Theory of Finance

3 (3+0)

Prerequisite

BA521

This course covers o wide range of topics in theoretical corporate finance. Topics include tax approach to explain corporate financial decisions, agency conflicts in the firm, asymmetric information, optimal financial contracting, the market for corporate control,

FIN 613

Financial derivatives and Risk

3 (3+0)

Prerequisite

The course explores different aspects of financial risk management using derivatives including futures, swaps, and options contracts. Emphasis is given to pricing models including Arbitrage Pricing theory, risk-neutral valuation, and the pricing models since Black- Scholes model for stock options. Topics Include futures and swap pricing, American- type option pricing, hedging and speculation using derivatives, dynamic hedging strategies and portfolio insurance. Students Analyze and evaluate research studies conducted in this field.

FIN 614

Seminar in Corporate Finance

3 (3+0)

Prerequisite

This course aims at introducing the students to academic research in corporate finance. The emphasis is on theoretical research that studies the firm’s choice of its capital structure and dividend policy in settings characterized by moral hazard and asymmetric information. Other areas covered in this course include, corporate control contests, mergers and acquisitions, initial public offerings, financial distress, and security design. The student analyzes and evaluates research studies conducted in this field.

FIN 616

Seminar in Investment

3 (3+0)

Prerequisite

The objective of this course is to study, analyze, and evaluate the theoretical and empirical work on investment analysis, asset pricing, and portfolio management. Topics include financial market micro-structure, market efficiency and documented anomalies, time- series properties of asset returns and cross-sectional properties of asset returns implied by equilibrium asset pricing models, such as CAPM, APT, and other factor models and consumption-based asset pricing.

FIN 618

Behavioral Finance

3 (3+0)

Prerequisite

This course is a survey of behavioral finance literature. It discusses the theory and evidence of the effect of behavioral biases on asset pricing. Topics include: Market inefficiency, documented anomalies, and proposed explanations to these anomalies such as: prospect theory, overconfidence, the attribution theory, the representative heuristic, and the availability heuristic. Finally, the course discusses the future of bohavioi’a1 finance along with its unresolved issues.

FIN 620

Asset Valuation

3 (3+0)

Prerequisite

The course covers traditional valuation models and highlights their strengths and weaknesses. In addition to traditionally valued assets, Special attention is paid to the valuation of unconventional assets, financial service firms, start-ups, and private companies. Real applications will be an essential part of this course.

FIN 622

International Financial Management

3 (3+0)

Prerequisite

This course examines several advanced topics in international finance. The topics include theoretical models of determination of spot exchange rates as well as econometric tests of the models. The relation of forward rates to expected future spot rates and the nature of risk premiums in international asset pricing models are considered. Other topics covered include current developments relating to specific finance and international monetary problems, exchange risk management, foreign investment and trade financing, international capital markets integration and segmentation, and international financial systems.

FIN 630

Current Issues in Finance

3 (3+0)

Prerequisite

This course provides continuous update of the finance program curriculum. It reviews the evolving topics in the finance literature, and the ongoing research within the boundaries of corporate finance, investments, derivatives and asset pricing. Special attention is given to an overview of finance in the global marketplace and the growing role of social and institutional activism. Topics may vary from semester to semester according to the issues of importance at the time and according to the instructor.

FIN 699

Thesis Proposal Preparation

1 (1+0)

Corequisite

BA 698

The proposal course is offered during the student's fourth term of study. It is a co-requisite with BA 698 (Seminar in Advanced Research Design). This course is designed to provide a forum to help students develop their dissertation proposal. The outcome of these two courses, is the first draft of the Doctoral Research Proposal.

ACCT 611

Development of Accounting Thoughts

3 (3+0)

Prerequisite

ACCT 510

The course covers in-depth studies in the philosophy of science in accounting. The course analytically studies the history of accounting, the stages of its thought development, philosophies and approaches of theorizing in accounting such as the positive approach, the

ACCT 613

Managerial Accounting Seminar

3 (3+0)

Prerequisite

This course introduces students to a variety of advanced studies related to the issue of assessing the production of accounting information for the purpose of planning, control, and decision-making. It provides students with an in-depth profile of current research trends in different areas related to, for example, the production and use of management accounting information, the impact of the technological developments and changes in modern manufacturing environment on managerial accounting.

ACCT 614

Contemporary Issues in Auditing and Assurance

Services

3 (3+0)

Prerequisite

This course covers current trends and future directions in auditing and assurance research from the perspective of both auditors and their clients. It provides students with in-depth professional and theoretical studies including, for example, the nature of auditing and assurance services, the audit profession regulation, the behavioral and economic dimensions of the profession, and other related contemporary issues such as fraud and the efficiency of internal control systems.

ACCT 616

Contemporary Issues in Financial Accounting

3 (3+0)

Prerequisite

This course covers a variety of contemporary issues in financial accounting research, including topics related to, for example, the agency and contracting theory, the accounting policy choice, quality of financial reporting and earnings quality, information content of earnings and its components, the pricing of accounting information and related capital market research, the economic consequences of new accounting regulations, and other related contemporary issues.

ACCT 618

Accounting Information Systems

3 (3+0)

Prerequisite

This course introduces advanced analytical studies related to the design and management of accounting information systems. The course focuses on the new research trends in a wide range of topics including, for example, (i) planning, analysis, development, design, and documentation of accounting information systems, (ii) accounting problems associated with information technology, (iii) the protection, security and control of accounting information, (iv) design and management of accounting database, and (v) auditing o1’accounting information systems.

ACCT 630

Contemporary Issues in Accounting for Zakat

and Tax

3 (3+0)

Prerequisite

This course provides in-depth theoretical and practical studies of accounting problems related to Zakat and tax. It covers issues related to the concept, goals, and the economic and social impacts of the Zakat and tax. The course also considers, by means of analysis and evaluation, a variety of topics including, for example, funds subject to Zakat and tax, Zakat nisab, taxable income, Zakat and tax Collection methods, Zakat and tax guarantees, channels of spending Zakat .and tax, and Zakat and tax applications in KSA.

ACCT 699

Thesis Proposal Preparation

1 (1+0)

Corequisite

BA 698

The proposal course is offered during the student's fourth term of study. It is a co-requisite with BA 698 (Seminar in Advanced Research Design). This course is designed to provide a forum to help students develop their dissertation proposal. The outcome of these two courses, is the first draft of the Doctoral Research Proposal.

ECON 606

Advanced Economic Analysis

3 (3+0)

Prerequisite

This course covers in a wide range of topics related to micro-economic theory like Market Structures, Imperfect Competition, Game Theory, Oligopoly, Strategic Behavior, Welfare and General Equilibrium Theories, Risk and Uncertainty, and Externalities and Market Failures. It also discusses certain topics related to macro-economic theory such as Consumption, Investment and Unemployment, Monetary Policy, Inflation and Price Setting, Growth theories and Business Cycle Theories.

ECON 608

Econometrics

3 (3+0)

Prerequisite

Topics that will be covered in this course include: estimation and inference in linear regression models; problems in regression models; heteroskedasticity; autocorrelation; instrumental variables; generalized method of moments; models with limited dependent variables, time series models; panel data models; simultaneous equation models.

ECON 609

Financial Econometrics

3 (3+0)

Prerequisite

ECON 608

Topics covered in this course include: univariate time series modeling and forecasting in finance; multivariate models; VAR models; modeling long-run relationships; autoregressive conditional heteroskedastieity (ARCH) models; volatility and correlation; switching models; seasonalities in financial markets. Prerequisite: ECON 608.