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