ECON 264CAsset Prices, Forecasting, and Learning
Economics · 4 units · Graduate courses (200-299)
Designed for graduate students. Introduction to forecasting methods and applications to asset pricing. Signal-extraction under different uncertainty specifications. Kalman filtering and forecasting. Robust filtering and forecasting. Models of behavioral finance. Stylized facts on forecasts and asset pricing anomalies: short-term momentum and long-term reversals of returns. Option pricing anomalies.
S/U or letter grading.
When it runs
Not on the schedule for any of Fall 2025 through Spring 2027. UCLA publishes only that window, so this does not mean the course is gone — check the official listing.
Requisites
Official UCLA wording
Requisite: course 264A.
BruinTree reads · Prerequisite
confidence 1.00 · from textRequires
Everything that has to come before this course, not just the courses named in the requisite above.
ECON 264C
- ECON 264AGeneral Equilibrium and Finance
1 direct requisite. The whole upstream is here — 1 course over 1 level. Every course here opens its own tree.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.
No course in the catalog lists this as a requisite.