COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKNM 408FINANCIAL ECONOMETRICS3 + 06th 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 prerequisites.
Corequisite No corequisites.
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
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 01555555555555
LO 02555555555555
LO 03555555555555
LO 04555555555555
Sub Total202020202020202020202020
Contribution555555555555

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration14342
Hours for off-the-classroom study (Pre-study, practice)13339
Assignments11010
Mid-terms11313
Final examination12626
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