1. FIRST CYCLE - BACHELOR'S DEGREE
  2. FACULTY OF ECONOMICS & ADMINISTRATIVE SCIENCES
  3. INTERNATIONAL TRADE AND FINANCE DEPARTMENT
  4. 237 INTERNATIONAL TRADE AND FINANCE
Course Information Course Learning Outcomes Course's Contribution To Program ECTS Workload Course Details
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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
Data not found.

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