Kort om Financial Econometrics A

Can you give an example of a problem you go through in the course?

Financial time series data analysis is based on modeling time varying volatility- 

for example in connection to Value-at-Risk (VaR), portfolio-allocation and

forecasting for pricing purposes.

Are there any courses it would be an advantage to pass before this?

Econometrics A+B - fine with C at the same time

Does this course give you abilities to join other courses?

Financial Econometrics B - and other quantitative finance related courses.

If I like this course, are there any other course I can join which complements this?

Financial Econometrics B - and ask for a seminar.

What could be a bachelor- or master thesis topic related to your course?

Many these have been written based on this course - term structure modeling,Value at risk modeling, Non-linear transition studies , contagion studies etc.

Financial Econometrics A udbydes på bachelor- og kandidatdelen, og den fulde kursusbeskrivelse kan læses her