MFIN 514 Financial Econometrics Select Term:
This is a two semester course and aims to overview the essential econometric techniques used in applied financial analysis. Case studies from the academic finance literature are employed to demonstrate potential uses of each approach. The first course introduces basic classical linear regression model, panel data methods and qualitative dependent variables.
SU Credits : 1.500
ECTS Credit : 5.000
Prerequisite : -
Corequisite : MFIN 514