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Financial Econometrics- Period 5
概述
CEA CAPA Partner 机构: Vrije Universiteit Amsterdam
地点: Amsterdam, 荷兰
Primary Subject Area: 金融
指令: 英语
课程代码: E_EOR3_FTR
记录来源: Partner 机构
课程详细信息: 300级
Recommended Semester Credits: 3
联系时间: 84
先决条件: This course builds on introductory time-series concepts. Attending courses such as "Introduction to Time-Series" in the minor of Applied Econometrics, or the third-year Bachelor course "Econometrics III", 不是必需的, but certainly provides an adequate background knowledge.
描述
This course covers both theoretical and practical aspects of modern econometric models that are used by financial institutions, 投资银行, 中央银行, 政府, 智库, and other research institutes. The students are introduced to models in 金融 that feature nonlinearities, time-varying parameters and latent variables. 特别是, the students learn how to design, 实现, estimate and analyze both observation-driven and parameter-driven models. 最后, from a practical perspective, the students also learn how to use these models in 金融 to calculate important risk measures and design optimal portfolios.
联系 hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.
联系 hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.
