Brief Course Description
1. Course Title:
Financial Econometrics
2. Language of Instruction:
Tiếng Việt
3. Course Code:
FIN605019
4. Credits:
3
5. Course Objectives:
The objective of the Financial Econometrics course at the graduate level is to equip students with basic and advanced knowledge of econometrics in the field of finance, including knowledge of regression analysis using panel data, linear and nonlinear time series analysis, the use of real-time data for quantitative analysis and forecasting to make investment decisions, as well as for regression testing of various research questions in the field of finance.
6. Brief Description of Course Content:
The course Financial Econometrics for 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 when needed 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 qualitative variables, time series regression, forecasting, and simulation. 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 learners will apply them in business or in academic research.