Course - Applied Financial Econometrics - FIN3004
Applied Financial Econometrics
About
About the course
Course content
The course gives an introduction to empirical finance and builds on the courses SØK3001 and FIN3003. The course includes procedures for statistical analyses of financial data, quantification of models for financial markets, and empirical analyses of some relationships between financial and real variables. In the course different models and estimating techniques relevant for empirical finance are presented. The course includes estimating and testing the basic capital market models, models for long run relationships, regime shift, volatility, and discrete outcomes.
Learning outcome
The students should be able to quantify models for financial markets and to do statistical analyses on financial data.
Learning methods and activities
2 hours of lectures every week. One compulsory term paper. The course can be taught in English if requested.
Compulsory assignments
- One approved term paper.
Recommended previous knowledge
SØK3001 Econometrics I and FIN3003 Econometrics of Time Series.
Required previous knowledge
None.
Credit reductions
| Course code | Reduction | From |
|---|---|---|
| FIN3002 | 7.5 sp | |
| FIN3006 | 7.5 sp | |
| FIN8606 | 7.5 sp |
Subject areas
- Financial Economics
- Economics