Course Overview

This course is to teach introductory econometrics to the 1st-year finance postgraduates. The text that will be covered in this course is data- and problem-driven, giving students the skills to estimate and interpret models, whilst having an intuitive grasp of the underlying theoretical concepts. This course will cover important modern topics such as time-series forecasting, volatility modeling, switching models and simulation methods.

Learning Achievement

After completing the course students should: ・Understand the important methods and models for the analysis of financial data, ・Be able to plan and execute a project in empirical finance, and ・Have the fundamental knowledge to learn more advanced econometric methods.

Competence

Course prerequisites

*Restrict to graduate students.

Grading Philosophy

Course schedule

Course type

Online Course Requirement

Instructor

Yanzhi Wang

Other information

Graduate Institute of Finance

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