Duration: 3 hours per week - 13 weeks [ECTS: 6]

Course outline

The course intends to familiarize students with the principal techniques in Financial Econometrics. Moreover, the course aims to facilitate awareness in students of how these techniques can be used and applied on real data, and provide the necessary background to understand and critically assess empirical findings reported in the financial literature, as well as to carry out their own empirical research in the future. Upon completion of the course students should:

• become familiar with econometric tools employed in Finance
• have acquired the ability to apply and interpret econometric techniques used in Finance
• be able to demonstrate an ability to apply the various techniques through the use of standard econometric software (EVIEWS)
• feel confident to evaluate existing empirical work in Finance and to carry out their own empirical work