Course outline

I truly hope you will benefit from this course with respect to valuable insights into diverse econometric applications in finance. Its primary purpose is to introduce a formal framework for analyzing real-life financial problems by acquiring both theoretical knowledge and practical skills. Key topics include univariate and multivariate financial time-series analysis, risk measurement and forecasting, asset pricing, high-frequency data applications, and extreme value theory. The entire course is supported by extensive case studies and hands-on examples using R programming environment and real financial data from the public sources.

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