PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
UTFB 621	FINANCIAL ECONOMETRICS	3 + 0	3rd Semester	10

COURSE DESCRIPTION

Course Level	Doctorate Degree
Course Type	Elective
Course Objective	It is aimed to teach financial econometric techniques in which high frequency time series are analyzed. The theoretical background of these techniques is taught.
Course Content	Basic financial issues such as financial pricing and risk calculation are addressed. In this context, basic time series models, volatility models, variance breaks, impact-response analyzes are explained. The use of the necessary package programs for these applications is taught in detail.
Prerequisites	No the prerequisite of lesson.
Corequisite	No the corequisite of lesson.
Mode of Delivery	Face to Face

COURSE LEARNING OUTCOMES

1	Students who take the course have analytical knowledge to predict and analyze a financial model with the appropriate econometric method.
2	Learning the necessary package programs

COURSE'S CONTRIBUTION TO PROGRAM

	PO 01	PO 02	PO 03	PO 04
LO 001	2	3	5	4
LO 002	2	4	3	3
Sub Total	4	7	8	7
Contribution	2	4	4	4

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION

Activities	Quantity	Duration (Hour)	Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)	14	3	42
Hours for off-the-classroom study (Pre-study, practice)	14	12	168
Mid-terms	1	12	12
Final examination	1	38	38
Total Work Load ECTS Credit of the Course			260 10

COURSE DETAILS

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L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes

Prospective Student