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Bilkent University

Online Academic Catalog

Undergraduate and Graduate Programs 2020-2021

BF 384 Introduction to Financial Econometrics

Introductory level econometrics course designed to analyze financial time series and panel data with emphasis on model building and estimating parameters with the use of least squares techniques and maximum likelihood theories, testing stationarity, cointegration and volatility hypotheses for univariate and multivariate time series models. Credit units: 3 ECTS Credit units: 5, Prerequisite: BF 271 and BF 276 and BF 365.

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