Financial Econometrics

The course offers an introduction to financial econometrics for second-cycle studies. It
covers the main parts of the spectrum of quantitative financial economics, discusses
important results in the empirical finance literature, and provides a comprehensive
knowledge to do empirical work in financial practice.
A student who has taken the course should:
- have a solid knowledge about basic themes in financial econometrics;
- know and be able to use concepts and notation that is frequently used in financial
econometrics;
- be able to conduct empirical applications of financial theory based on real financial data
using statistical/econometric techniques;
- be able to interpret empirical results and raise sensitivity for problems and pitfalls in
imperial studies.

Course Data
University: 
Uppsala
Type of schedule: 
Regular schedule
Level: 
Master
PhD
Credits (ECTS): 
7.50
Offered: 
2016:2