Advanced Research Methods in Finance, 7.5 hp
The purpose of this course is to present econometric techniques used in empirical finance research and how these techniques can be applied using econometrical software. The course contains the following main topics: linear regression model (simple and multiple), univariate time series modelling, multivariate models, modelling long-run relationships in finance, modelling volatility and panel data.
FACTS
CYCLE
Second cycle
ENTRY REQUIREMENTS
Bachelor's degree of 180 HE credits with 90 HE credits in the major subject field of Economics with at least 7,5 HE credits in Finance at intermediate level and 7.5 HE credits in Econometrics or Statistics, or equivalent.
Alternatively, a bachelor's degree of 180 HE credits with 90 HE credits in the major subject field of Business Administration, with at least 7,5 HE credits in Micro economics and 7.5 HE credits in Macro economics and at least 7,5 HE credits in Finance at intermediate level and 7.5 HE credits in Econometrics or Statistics, or the equivalent.
Verified knowledge of English corresponding to the course English 6 in the Swedish Upper Secondary School or equivalent
PACE OF STUDY
Full-time
TYPE OF INSTRUCTION
On Campus
PROGRAMME/COURSE DATE
TEACHING HOURS
Daytime
APPLICATION DEADLINE
15 October 2025
APPLICATION CODE
HV-E1064
START/END
From v.09 2026 to v.13 2026
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