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Glossary
Semester (Sem)
1First Semester
2Second Semester
AAnnual course
Educational activities
CSimilar or integrative activities
Language
Course completely offered in italian
Course completely offered in english
--Not available
Innovative teaching
The credits shown next to this symbol indicate the part of the course CFUs provided with Innovative teaching.
These CFUs include:
  • Subject taught jointly with companies or organizations
  • Blended Learning & Flipped Classroom
  • Massive Open Online Courses (MOOC)
  • Soft Skills
Course Details
Context
Academic Year 2019/2020
School School of Industrial and Information Engineering
Name (Master of Science degree)(ord. 270) - BV (479) Management Engineering
Track EEM - ENERGY AND ENVIRONMENTAL MANAGEMENT
Programme Year 2

Course Details
ID Code 097387
Course Title FINANCIAL ECONOMETRICS
Course Type Mono-Disciplinary Course
Credits (CFU / ECTS) 5.0
Semester Second Semester
Course Description The course introduces students to modern financial econometrics, providing them with appropriate techniques for empirical investigation in finance. The emphasis will be on understanding and applying a set of econometric tools that are widely used by academics and practitioners working in quantitative areas such as risk management, investment management, and financial engineering (although most of the techniques are widely used also in empirical macro and monetary economics, and other economic fields where time series forecasting is relevant). After a quick review of the multiple linear regression model, the course will illustrate univariate and multivariate models for time series analysis and forecasting. The analysis of non-stationary time series will be discussed, illustrating the theoretical and empirical relevance of the notion of integration and cointegration. The course also covers dynamic models for volatility analysis (ARCH and GARCH models).
Scientific-Disciplinary Sector (SSD)
Educational activities SSD Code SSD Description CFU
C
SECS-P/05
ECONOMETRICS
5.0

Schedule, add and removeAlphabetical groupProfessorLanguageCourse details
From (included)To (excluded)
--AZZZZMosconi Rocco Roberto
manifesti v. 3.3.7 / 3.3.7
Area Servizi ICT
03/07/2020