Financial econometrics is a combination of statistical and mathematical theory and concepts. The objectives of these techniques are to solve problems in finance and to provide a better understanding of connections in economics. Therefore, financial time series analysis plays an important role in financial econometrics. _x000D_
The purpose of this module is to broaden the students’ knowledge in econometrics and to introduce them to advanced topics in financial time series analysis. This module is designed to fill the gap between undergraduate courses in econometrics and the recent research and industrial needs in this field. _x000D_
The purpose of this module is to broaden the students’ knowledge in econometrics and to introduce them to advanced topics in financial time series analysis. This module is designed to fill the gap between undergraduate courses in econometrics and the recent research and industrial needs in this field. _x000D_
学分: 2