IAM754 SPECIAL TOPICS: FINANCIAL ECONOMETRICS
| Course Code: |
9700754 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(0-0) |
| ECTS Credit: |
8.0 |
| Department: |
Institute Of Applied Mathematics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Lecturer Dr. TOLGA OMAY |
| Offered Semester: |
Fall and Spring Semesters. |
Course Content
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
