1. SECOND CYCLE - MASTER'S DEGREE
  2. THE GRADUATE SCHOOL OF SOCIAL SCIENCES
  3. BUSINESS MANAGEMENT DEPARTMENT
  4. 2257 ACCOUNTING AND FINANCE PHD
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
MFDR 610FINANCIAL ECONOMETRICS3 + 02nd Semester7,5

COURSE DESCRIPTION
Course Level Master's Degree
Course Type Elective
Course Objective The aim of this course is to equip the student with advanced quantitative tools and techniques for modeling and analyzing financial data. The student is expected to analyze financial relationships by constructing econometric models and make detailed empirical assessments of the relationships between financial markets.
Course Content In the course, basic statistical and mathematical information is presented first; after the basic regression infrastructure is presented, financial econometrics models and applications are included by paying attention to time series techniques.
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1He/She Gains Advanced Quantitative Modelling Skills.
2He/She Gains empirical research skills.
3He/She Specializes in Risk Assessment and Management.
4He/She Gains Empirical Application Skills in Asset Pricing and Portfolio Analysis.
5He/She Gains Financial Time Series Analysis Skills.

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)513153
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