BF 384 Introduction to Financial Econometrics

Introductionary level econometrics course designed to analyse 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: 6, Prerequisite: BF 271 and BF 276 and BF 365.

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