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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKOM 516FINANCIAL ECONOMETRICS3 + 02nd Semester6

COURSE DESCRIPTION
Course Level Master's Degree
Course Type Elective
Course Objective Micro-economic relations expressed by mathematical models of these models create econometric models, econometric techniques. With this econometric models of financial markets, especially the interpretation of parametric relationships, and thus be informed about developments in financial markets
Course Content Modeling of micro-structure of the market, the Capital Asset Pricing model (CAPM), the development of econometric Arbitrage Price Theory - Multifactor pricing models, risk-return models, Calculation of Portfolio Risk and Return, Volatility Models, Financial Econometrics Applications
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1Understand the basic micro-economic and financial knowledge economy can be detected in the form of mathematical equations
2Learning the use of econometric models and financial markets, forecasting and predicting the future
3Developments in the understanding of the world and the country's economy

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05
LO 00155555
LO 00255554
LO 00355555
Sub Total1515151514
Contribution55555

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)13565
Hours for off-the-classroom study (Pre-study, practice)13226
Mid-terms13452
Final examination11313
Total Work Load

ECTS Credit of the Course






156

6
COURSE DETAILS
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L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes