Monetary and Financial Economics (Field 3)

EE435 Introductory Financial Econometrics

3 (3-0-6)

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.