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Department of Economics, University of Copenhagen

August 06-24, 2012
Summer School Courses 2012 "Topics in Financial Time Series Econometrics (Financial Econometrics B)" - Department of Economics, University of Copenhagen
Copenhagen, Denmark
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. [gem?_?? den Informationen des Anbieters - according to site editor's information] The website is no longer available. [Redaktion EconBiz - editors EconBiz]
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