Weeks | Topics |
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
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14 |
Case study
|