Akademik Dersler - Tanıtım

Last Updated: 30/09/2026

Code - Course Title	Course Type	Laboratory + Practice	ECTS
FİN552 - Financial Econometrics	II. SEMESTER	3 +0	6.0

Language of Instruction	Türkçe
Course Type	Elective Courses
Course Instructor(s)	DR. ÖĞR. ÜYESİ YUSUF ÜNSAL
Mode of Delivery	Distance learning methods.
Place of Delivery
Used Educational Platforms
Prerequisites	N/A
Courses Recomended	N/A
Recommended Resources	• Brooks Chris, (2008) . Introductory Econometrics for Finance 2nd.edn., Cambridge University Press.• Kuznetsov A. (2007). The Complete Guide to Capital Markets for Quantitative Professionals, McGraw-Hill.• Heij C., P. De Boer, Philip Hans Franses, Teun Kloek and Herman van Dijk (2004). Econometric Methods with Applications in Business and Economics, Oxford.• C. Davino, M. Furno, D. Vistocco, (2013). Quantile Regression: Theory and Applications, Wiley.• Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, and Teo Jasic, (2007) Financial Econometrics: From Basics to Advanced Modeling Techniques, Wiley.
Work Placement	N/A
Aims of the Course

Weeks	Learning Outcomes	Topics	Teaching Methods
Week - 1		Basic statistical and econometric concepts
Week - 2		Introduction to Regression Analysis
Week - 3		Basic issues in Regression Analysis
Week - 4		Fundamentals of Time Series Econometrics
Week - 5		Univariate and Multivariate Time Series
Week - 6		Box Jenkins Methodology and ARIMA Models
Week - 7		Midterm
Week - 8		Random Walk, Stationarity and Unit Root Tests
Week - 9		Modelling Volatility : ARCH Models
Week - 10		Modelling Volatility: GARCH Models
Week - 11		Stationary Vector Models: VAR Model
Week - 12		Cointegration and Common Trends
Week - 13		Modelling Financial Time Series and Forecasting
Week - 14		Final Exam

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Assessment Method and Passing Requirements
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