Brief Course Description
1. Course Title:
(EN) Financial Econometrics
2. Language of Instruction:
Tiếng Anh
3. Course Code:
FIN605003
4. Credits:
3
5. Course Objectives:
The objective of the Financial Econometrics course at the graduate level is to equip learners with basic and advanced knowledge of econometrics in the financial field, including knowledge of regression analysis using panel data, linear and nonlinear time series analysis using real-time data and forecasting to make investment decisions, as well as for regression testing of various research questions in the financial sector.
6. Brief Description of Course Content:
The Econometrics for Finance course for the graduate level will equip students with knowledge about the application of econometrics in quantitative finance to support decision-making. Students are expected to be able to apply quantitative analysis software to perform regression tests for various research models in the field of finance, particularly techniques for panel data regression, regression with dependent or explanatory variables as categorical variables, time series regression, and forecasting. The discussion content will be conducted on practical topics using software at both basic and advanced levels, such as STATA, R-studio, and Python, for quantitative analysis, regression testing, and forecasting. The econometric models discussed in the topics of this course are currently being used diversely and widely, whether the learners will apply them in business or academic research.