INSTITUTE OF APPLIED MATHEMATICS
Last Updated:
28/08/2017 - 21:10

IAM754 - Special Topics: Financial Econometrics

Credit: 3(3-0); ECTS: 8.0
Instructor(s): Consent of IAM
Prerequisites: Consent of Instructor(s)

Course Catalogue Description

The goal of this course is to establish a well background in this field. The important subjects in this course are stationarity, autocorrelation, partial autocorrelation, ARIMA models, VAR models, cointegration, difference equation and unit roots. Thus, using these concepts, a student can study and analyze the matters in the area of Financial Econometrics.

Course Objectives

The course is organized for the students to build up on solid background on Financial Econometrics

Course Learning Outcomes

The course is organized for the students to build up on solid background on Financial Econometrics

Tentative (Weekly) Outline

The goal of this course is to establish a well background in this field. The important subjects in this course are stationarity, autocorrelation, partial autocorrelation, ARIMA models, VAR models, cointegration, difference equation and unit roots. Thus, using these concepts, a student can study and analyze the matters in the area of Financial Econometrics.

More Info on METU Catalogue

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