صفحة عضو هيئة التدريس

Financial econometrics is an application of econometric techniques to problems in finance. Financial markets and others generate vast amounts of data on asset returns, their volatility, and other financial variables in long and high-frequency time series. Analyzing the market behavior requires knowledge of time series properties and appropriate estimation methods. This course will focus on identifying the appropriate time series model for a given data set, applying several methods for estimating financial data models, and analyzing quantitatively and econometrically finance-related issues.

The module examines the specification of econometric models and their estimation and testing using available data. It considers the nature of economic data, the methods by which these data are compiled and the problems they may present for the econometrician. It teaches both techniques of estimation together with methods for testing and evaluating results. Emphasis is placed on providing you with practical experience of working with actual economic data sets and using a standard econometric package (i.e. STATA) for data analysis.

The module examines the specification of econometric models and their estimation and testing using available data. It considers the nature of economic data, the methods by which these data are compiled and the problems they may present for the econometrician. It teaches both techniques of estimation together with methods for testing and evaluating results. Emphasis is placed on providing you with practical experience of working with actual economic data sets and using a standard econometric package (i.e. STATA) for data analysis.

The module examines the specification of econometric models and their estimation and testing using available data. It considers the nature of economic data, the methods by which these data are compiled and the problems they may present for the econometrician. It teaches both techniques of estimation together with methods for testing and evaluating results. Emphasis is placed on providing you with practical experience of working with actual economic data sets and using a standard econometric package (i.e. STATA) for data analysis.

The module examines the specification of econometric models and their estimation and testing using available data. It considers the nature of economic data, the methods by which these data are compiled and the problems they may present for the econometrician. It teaches both techniques of estimation together with methods for testing and evaluating results. Emphasis is placed on providing you with practical experience of working with actual economic data sets and using a standard econometric package (i.e. STATA) for data analysis.

Financial econometrics is an application of econometric techniques to problems in finance. Financial markets and others generate vast amounts of data on asset returns, their volatility, and other financial variables in long and high-frequency time series. Analyzing the market behavior requires knowledge of time series properties and appropriate estimation methods. This course will focus on identifying the appropriate time series model for a given data set, applying several methods for estimating financial data models, and analyzing quantitatively and econometrically finance-related issues.