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Advanced Research Methods in Finance, 7.5 credits
The purpose of this course is to present the econometric techniques used in empirical finance research and to make students aware of how these techniques can be applied.
Upon completion of the course, students should be able to:
Knowledge and Understanding
- Describe the key models used in modern financial econometrics at the advanced level
- Apply econometric methods and interpretation of the results at an advanced level
- Evaluate the most appropriate financial econometric models and design methodologies for solving complex problems.
- The classical linear regression model
- Multivariate models
- Modelling volatility and correlation
FACTS
CYCLE
Second cycle
ENTRY REQUIREMENTS
Bachelor's degree of 180 HE credits with 90 HE credits in the major subject field of Economics with at least 7,5 HE credits in Finance at intermediate level and 7.5 HE credits in Econometrics or Statistics, or equivalent.
Alternatively, a bachelor's degree of 180 HE credits with 90 HE credits in the major subject field of Business Administration, with at least 7,5 HE credits in Micro economics and 7.5 HE credits in Macro economics and at least 7,5 HE credits in Finance at intermediate level and 7.5 HE credits in Econometrics or Statistics, or the equivalent.
Verified knowledge of English corresponding to the course English 6 in the Swedish Upper Secondary School or equivalent
PACE OF STUDY
Full-time
TYPE OF INSTRUCTION
On Campus
PROGRAMME/COURSE DATE
TEACHING HOURS
Daytime
APPLICATION DEADLINE
16 October 2023
APPLICATION CODE
HV-E1084
START/END
From v.08 2024 to v.12 2024
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