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Course Detail

Degree
Master
Standard Academic Year
MA level
Course delivery methods
face-to-face
Subject
Mathematical sciences
Program
School
Faculty of Management and Economics
Department
Chair of Statistics / Econometrics
Campus
RUB main campus
Classroom
classroom changes frequently, please check eCampus after registration for further information
Course Offering Year
2023-2024
Course Offering Month
October - February
Weekday and Period
lecture: tuesdays 10 am - 12 pm exercise: tuesdays 8 -10 am
Capacity
100
Credits
10 ECTS
Language
English
Course Number
74050

Financial Econometrics Ruhr-Universität Bochum

Course Overview

This course provides the review of empirical methods applied in a quickly growing field of financial econometrics. The course concentrates on describing and modelling stylized facts found in return and volatility time series. The important financial models (CAPM, APT) are discussed from the empirical point of view as well.

Learning Achievement

Qualification targets: Upon successful completion of the module "Financial Econometrics" students should be able to understand and to use modern econometric techniques for modelling financial processes. Understanding of models used in Empirical Finance. Imparted soft skills: Analytical thinking, Independent studying and learning, Critical thinking

Competence

Qualification targets: Upon successful completion of the module "Financial Econometrics" students should be able to understand and to use modern econometric techniques for modelling financial processes. Understanding of models used in Empirical Finance.

Course prerequisites

At least one graduate course in Econometrics.

Grading Philosophy

100 % Written exam (90 min)

Course schedule

Week1: Introduction
Week 2: followed by Week 3 to the Final Week

Course type

combination of lecture and tutorial

Online Course Requirement

communication platform: moodle

Instructor

Prof. Dr. Vasyl Golosnoy

Other information

Site for Inquiry

Please inquire about the courses at the address below.

Contact person: For questions related to the content of the course, please contact
Mr. Jan Wüstenfeld
E-Mail: wiwi-international@ruhr-uni-bochum.de

For all kind of technical and practical questions, please contact Ms. Laura Santisi.
E-Mail: Laura.Santisi@ruhr-uni-bochum.de

Email address: E-Mail: wiwi-international@ruhr-uni-bochum.de
E-Mail: Laura.Santisi@ruhr-uni-bochum.de


Link to the syllabus provided by the university