Information Package / Course Catalogue
Financial Econometrics
Course Code: EKO539
Course Type: Area Elective
Couse Group: Second Cycle (Master's Degree)
Education Language: Turkish
Work Placement: None
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

To teach the econometrical methods and technics used in finance literature

Course Content

Simple and Multiple Linear Regression Models, Long Memory Models, Unit Root Tests , Volatility Forecasting Models , Causality and Cointegration Tests, Logit and Probit Models and Markov Regime - Switching Model

Name of Lecturer(s)