COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKNM 408FINANCIAL ECONOMETRICS3 + 08th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Elective
Course Objective The aim of this lecture is to introduce financial econometrics issuses.
Course Content Financial Series, Unit root, Cointegration, Volatility Modelling, Volatility Spillover
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to face

COURSE LEARNING OUTCOMES
1Understanding the properties of financial series
2Application of financial econometrics methods
3Modelling Volatility
4Modelling Volatility Spillover

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06
LO 01333333
LO 02333333
LO 03333333
LO 04333333
Sub Total121212121212
Contribution333333

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14342
Hours for off-the-classroom study (Pre-study, practice)14570
Mid-terms177
Final examination11111
Total Work Load

ECTS Credit of the Course






130

5

COURSE DETAILS
 Select Year   


This course is not available in selected semester.

L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes
© 2021 PAU