COURSE

FTEC5130

Applied Econometrics in Financial Technology

Society Hub / Financial Technology · 3 Credits

The overarching goal of this course is to equip students with a working knowledge of important econometric techniques necessary to understand and interpret financial data in a broad sense. The course will cover statistical mathematical foundations of regression models, and their representation and assumptions, procedures for estimation and properties. In the meantime, we will investigate topics such as event studies, factor models, among others.