BA5510 INTRODUCTORY ECONOMETRICS FOR FINANCE
| Course Code: |
3125510 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Business Administration |
| Language of Instruction: |
English |
| Level of Study: |
Masters |
| Course Coordinator: |
Prof.Dr. UÐUR SOYTAÞ |
| Offered Semester: |
Fall or Spring Semesters. |
Course Content
This course focuses on the financial applications of statistical techniques. Econometrics helps you test theories in finance, estimate asset prices or returns, analyze the relationship between variables, forecast financial variables etc. At the end of the course the students will be able to understand, apply, and interpret the results of classical regression, univariate time series modeling, simultaneous equations models, vector auto regressions, long run modeling, ARCH/GARCH modeling etc. using the Eviews econometrics package. The applicaton will be from finance including CAPM, APT, efficient market hypothesis, term structure of interest rates.
