1. SECOND CYCLE - MASTER'S DEGREE
  2. THE GRADUATE SCHOOL OF SOCIAL SCIENCES
  3. BUSINESS MANAGEMENT DEPARTMENT
  4. 2226 ACCOUNTING 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
IMF 532FINANCIAL TIME SERIES ANALYSIS APPLICATIONS3 + 02nd Semester6

COURSE DESCRIPTION
Course Level Master's Degree
Course Type Elective
Course Objective This course, provided the most significant contribution, for students who want to do thesis work in the field of finance, especially financial data will be examined during the analysis phase of methodological solutions to the problems encountered in the process of modeling guidance.
Course Content Provisions is given concrete examples of concepts via the econometric time series course, a time series econometric problems encountered can be overcome by what means knowledge gained.
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1Knows the statistical and econometric concepts
2Knows properties of financial time series
3Recognize the econometric problems of financial time series
4Use one packet program at least
5To explain a time series analysis can be reached at the end of the process of finding with financial arguments.

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)14456
Assignments21530
Mid-terms11313
Final examination11515
Total Work Load

ECTS Credit of the Course





156

6
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2022-2023 Spring1DÜNDAR KÖK
Details 2012-2013 Spring1DÜNDAR KÖK


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
IMF 532 FINANCIAL TIME SERIES ANALYSIS APPLICATIONS 3 + 0 1 Turkish 2022-2023 Spring
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Prof. Dr. DÜNDAR KÖK dkok@pau.edu.tr İİBF A0128 %
Goals This course, provided the most significant contribution, for students who want to do thesis work in the field of finance, especially financial data will be examined during the analysis phase of methodological solutions to the problems encountered in the process of modeling guidance.
Content Provisions is given concrete examples of concepts via the econometric time series course, a time series econometric problems encountered can be overcome by what means knowledge gained.
Topics
WeeksTopics
1 Basic Concepts: Modeling and Analysis of Financial Data Problems encountered in the Data Type on the Basis
2 Distinguishing Features of Financial Time Series
3 Basic Statistics for the Analysis of Financial Time Series and Econometric Analysis Concepts and Strategies
4 Statistical Programs of Financial Time Series Methodology
5 Classical Linear Regression Model Assumptions and Diagnostic Tests
6 Univariate Time Series Modeling and Forecasting: ARMA Process
7 Multivariate Models:VAR Analysis
8 Midterm Exam
9 Finance Modeling of Long-Term Relationships: Unit Root and Cointegration Tests
10 Volatility Modellin and Corelation: ARCH-GARCH Models
11 Case study
12 Case study
13 Case study
14 Case study
Materials
Materials are not specified.
Resources
ResourcesResources Language
1. Chris Brooks, Intraductory Econometrics For Finance, 2nd Edition, Cambridge Unv.Press, 2008.English
3. Ben Vogelvang, Econometrics –Theory and Applications with EViews, 2005.English
4. Ercan UYGUR, Ekonometri-Yöntem ve Uygulama, İmaj Yayıncılık, Ankara, 2001.Türkçe
Recep TARI, Ekonometri, Kocaeli Ünv. Yay., 2005 Türkçe
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam50Final Exam
Midterm Exam50Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes