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Deree - Academics - Course Descriptions

FN 3237
Applied Financial Econometrics - Level 5
This is a basic course for financial economics and econometrics. In this course, empirical analyses of the economics and econometrics of financial assets will be provided. Specifically, the properties of financial asset returns, empirical tests of asset-pricing models, univariate and multivariate models as well as volatility models, among other topics, will be explored. The course will focus on economic intuition and practical applications of several econometric methods that are widely employed in financial research. Thus, the course will combine theory and practice in an effort to provide the student with the necessary tools and knowledge to apply to real-world situations such as investment portfolio management, risk management, financial services and so on.
Prerequisites: MA 2021 FN 3032
UK Credits: 15
US Credits : 3/0/3
Syllabus: Download