Course Code | Course Name | Credits | Hours |
---|---|---|---|
4806052 | Econometrics in Finance | 3.0 | 3 |
Description | The main issue is to investigate and model the relationship between variables. Discussion topics are related to econometric skills frequently used in financial empirical studies, including banking efficiencies, stochastic frontier analysis, data envelopment analysis, threshold model, quantile regression, and Markov switching model. |