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Monetary and Financial Economics (Field 3) EE435 Introductory Financial Econometrics |
3 (3-0-6) |
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Prerequisites: EE325 (or EE425) and EE431 (or EE432) The application of econometrics method to financial and macroeconomics data, emphasizing at time-series models; Characteristics and properties of financial data; Univariate Time-Series Model; Regression with the long-run relationship and short-run dynamics; Volatility Model; Trainings in statistical software. |
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