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Topics in Financial Time Series Econometrics (Financial Econometrics B)

7,5 ECTS master course 
Teacher: Anders Rahbek, anders.rahbek@econ.ku.dk , and Heino Bohn Nielsen, Heino.Bohn.Nielsen@econ.ku.dk

Schedule: August 6th 2012 - August 24th 2012
Lectures: Monday, Tuesday, Thursday 13-15 in
Class: Monday, Tuesday, Thursday, Friday 9-12 in

This course introduces topics from research in financial time series econometrics. For each
topic, econometric methods are discussed and illustrated by empirical applications.
After completion of the course the student will have obtained a fundamental knowledge of central econometric modeling as applied in research within financial econometrics.

For each topic treated this will include:
‐ The ability to analyze the financial econometric models such that their properties are wellunderstood from a methodological point of view. This will include theory for estimation and testing, dynamic properties and linkage with applied literature.
‐ The ability to implement the econometric models in applied work and interpret the results
empirically and theoretically.

You can read more in the course catalogue .