from August 22, 2011 to September 3, 2011 (Europe/Ljubljana)
Europe/Ljubljana timezone
Egon Zakrajšek: Applied financial econometrics

The aim of the course is to present a systematic account of selected financial econometric models and their application to modeling and prediction of financial time series data. The students will learn the basic characteristics of financial data; understand the application of financial econometric models; and gain practical experience in analyzing financial time series. The course emphasizes real examples and data analysis, and real financial data will be used to demonstrate applications of the models and methods presented in the class.

>> Abstract in pdf format


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