Course Details
Country:
Netherlands
Institution:
Free University of Amsterdam
Course Title:
Financial Econometrics
Course Number:
E_EOR3_FTR
Course Description:
This course covers both theoretical and practical aspects of modern econometric models that are used for measuring financial risk, volatility forecasting and portfolio optimization.
The students are introduced to financial econometrics models that feature nonlinearities, time-varying parameters and latent variables. In particular, the students learn how to design, implement, estimate and analyze both observation-driven and parameter-driven models.
Language:
English
Approved Equivalent:
SYST 438
Attachment Files:
Studyguide_16.pdf
