EXC 2505 Empirical Methods in Finance - RE-SIT EXAMINATION

APPLIES TO ACADEMIC YEAR 2012/2013

EXC 2505 Empirical Methods in Finance - RE-SIT EXAMINATION

Responsible for the course
Kjell Jørgensen

Department
Department of Financial Economics

Term
According to study plan

ECTS Credits
6

Language of instruction
English

Introduction

    Objective
    The aim of the course is to provide students with an elementary but comprehensive introduction to econometrics. Special attention will be given to methods required for solving empirical issues in finance.

    Prerequisites
    EXC 2300 Basic Financial Management or equivalent.

    Compulsory reading
    Books:
    Koop, Gary. 2006. Analysis of financial data. Chichester : John Wiley

    Recommended reading

    Other:
    Any basic econometrics book


    Course outline
    1. Introduction, OLS
    2. Regression analysis, assumptions
    3. Hypothesis testing
    4. Specification
    5. Multicolinearity
    6. Autocorrelation
    7. Heteroscedasticity
    8. Exercises, revision
    9. Time series models
    10. Simultaneous equations
    11. Prediction
    12. Event studies

    Computer-based tools
    Students are required to use computer-based tools such as Excel, SPSS and/or Eviews or the equivalent.

    Course structure
    The course is based on 36 teaching hours plus 6 hours of problemsolving using statistical software.


    Examination
    Grade in the course is based on a three- hour Multiple Choice exam.

    Examination code(s)
    EXC 25051 - A Multiple Choice exam accounts 100% of the final grade in EXC 2505 Empirical Methods in Finance, 6 credits.

    Examination support materials
    BI-approved exam calculator. One bilingual dictionary may also be used at written examiniations. Support materials permitted at written examiniations are explained under exam information in our web-based Student handbook. Please note use of calculator and dictionary. http://www.bi.edu/studenthandbook/examaids

    Re-sit examination
    This course was taught for the last time in the autumn semester of 2010. A re-sit exam will be offered every term as from autumn 2011 and including the spring semester of 2013.

    Additional information

    Semester

    Oversettelser