Unit | Credits | Academic sector | Period | Academic staff |
---|---|---|---|---|
modulo base | 3 | SECS-P/05-ECONOMETRICS | 1° Q |
Laura Magazzini
|
modulo avanzato | 1 | SECS-P/05-ECONOMETRICS | 1° Q |
Laura Magazzini
|
Module: modulo base
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This course provides a set of econometric tools useful to analyze financial markets.
Module: modulo avanzato
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This course aims at providing a set of econometric tools for the analysis of financial markets.
Module: modulo base
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1. Review of probability and inference
2. The linear regression model: definition and estimation by OLS
3. Inference in the linear regression model
4. Diagnostic tests in the linear regression model: misspecification tests of the conditional mean function, misspecification tests of conditional variance function.
Module: modulo avanzato
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Econometric techniques will be applied to financial data for the analysis of:
- Capital Asset Pricing Model,
- Estimate of efficient frontier
- Performance analysis
The course material is available at http://dse.univr.it/magazzini
Module: modulo base
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Written Exam
Module: modulo avanzato
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Written exam.
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