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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKOM 539FINANCIAL ECONOMETRICS I3 + 01st Semester7,5

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
1To be able to perceive microeconomics and finance knowledge as basic mathematical equations
2To be able to learn the use of econometric models for forecasting in financial markets.
3To be able to understand developments in world and the country economies

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 001            
LO 002            
LO 003            
Sub Total            
Contribution000000000000

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14570
Hours for off-the-classroom study (Pre-study, practice)14570
Assignments11010
Mid-terms12020
Final examination12525
Total Work Load

ECTS Credit of the Course






195

7,5
COURSE DETAILS
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L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes