Information Package / Course Catalogue
Time Series Analysis
Course Code: EFN571
Course Type: Area Elective
Couse Group: Second Cycle (Master's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

The aim of the course is to give students the ability to understand, apply and interpret time series techniques commonly used in economics and finance.

Course Content

Difference Equations, Stability Analysis, Autocorrelation and Partial Autocorrelation Functions, ARIMA Models, ARCH-GARCH Models, Multivariate Time Series Models

Name of Lecturer(s)