FIN813 Econometrics

[3–0, 3 cr.]

This course takes an empirical approach in covering statistical techniques that are commonly used to analyze financial data. The objectives of the course are to highlight the steps that must be taken when building a statistical model, and to develop the skills that are needed in conducting empirical research in finance and accounting. The topics of the course are: (1) classical linear regression models; (2) univariate and multivariate time series; (3) modelling prices, returns, and/or volatility.