FACULTY OF ECONOMICS AND ADMINISTRATIVE SCIENCES / FINANCE AND BANKING / BAF4042 - FINANCIAL ECONOMETRY

Contents Of The Courses in a weekly Period

Week 
Subjects 
Sources 
1Data types (cross-sectional data, time series and panel data) and general evaluation1
2Financial data and basic financial theoretical models1
3Arrangement of time series data and unit root tests1
4AR, MA, ARMA and ARIMA models1
5AR, MA, ARMA and ARIMA models1
6Classical and asymmetric GARCH models1
7Classical and asymmetric GARCH models1
8Cointegration1
9VAR and Grenger causality analysis1
10Regulations for panel data and unit root tests1
11Modeling for panel data1
12Modeling for panel data1
13Modeling for panel data1
14Example application for Panel data1