Brief Course Description
1. Course Title:
Advanced Financial Econometrics
2. Language of Instruction:
Tiếng Việt
3. Course Code:
FIN705005
4. Credits:
2
5. Course Objectives:
6. Brief Description of Course Content:
The course of Financial Econometrics (Econometrics for Finance) provides Doctoral students knowledges and techniques to implement an empirical research in contemporary finance. In this course, students will learn how to apply econometrics when it is necessary to perform quantitative analysis for a variety of research models in the field of finance. Especially the techniques for analysis of linear/non-linear time series data and event studies using Stata/Python and/or R-packages at a basic and advanced level for empirical analysis, hypothesis testing, and model estimations for research in finance.