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THIRD CYCLE - DOCTORATE DEGREE
THE GRADUATE SCHOOL OF SOCIAL SCIENCES
INTERNATIONAL TRADE AND FINANCE DEPARTMENT
2987 INTERNATIONAL TRADE AND FINANCE PhD
Course Information
Course Learning Outcomes
Course's Contribution To Program
ECTS Workload
Course Details
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COURSE INFORMATION
Course Code
Course Title
L+P Hour
Semester
ECTS
UTFB 621
FINANCIAL ECONOMETRICS
3 + 0
3rd Semester
10
COURSE DESCRIPTION
Course Level
Doctorate Degree
Course Type
Elective
Course Objective
It is aimed to teach financial econometric techniques in which high frequency time series are analyzed. The theoretical background of these techniques is taught.
Course Content
Basic financial issues such as financial pricing and risk calculation are addressed. In this context, basic time series models, volatility models, variance breaks, impact-response analyzes are explained. The use of the necessary package programs for these applications is taught in detail.
Prerequisites
No the prerequisite of lesson.
Corequisite
No the corequisite of lesson.
Mode of Delivery
Face to Face
COURSE LEARNING OUTCOMES
1
Students who take the course have analytical knowledge to predict and analyze a financial model with the appropriate econometric method.
2
Learning the necessary package programs
COURSE'S CONTRIBUTION TO PROGRAM
PO 01
PO 02
PO 03
PO 04
LO 001
2
3
5
4
LO 002
2
4
3
3
Sub Total
4
7
8
7
Contribution
2
4
4
4
ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
Activities
Quantity
Duration (Hour)
Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)
14
3
42
Hours for off-the-classroom study (Pre-study, practice)
14
12
168
Mid-terms
1
12
12
Final examination
1
38
38
Total Work Load
ECTS Credit of the Course
260
10
COURSE DETAILS
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L+P:
Lecture and Practice
PQ:
Program Learning Outcomes
LO:
Course Learning Outcomes
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Home Page
About University
Name And Address
Acedemic Authorities
General Discription
Academic Calendar
General Admission Requirements
Recognition of Prior Learning
General Registration Procedures
ECTS Credit Allocation
Academic Guidance
Information For Students
Cost Of Living
Accommodation
Meals
Medical Facilities
Facilities for Special Needs Students
Insurance
Financial Support for Students
Student Affairs
Learning Facilities
International Programs
Language Courses
Internships
Sports Facilities and Leisure Activities
Student Associations
Practical Information for Mobile Students
Degree Programmes