
| 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 |
To teach the econometrical methods and technics used in finance literature
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