Course Name Code Semester T+U Hours Credit ECTS
Applied Financial Ekonometrics EKO 552 0 3 + 0 3 6
Precondition Courses
Recommended Optional Courses
Course Language Turkish
Course Type Optional
Course Coordinator Prof.Dr. HİLAL YILDIZ
Course Lecturers Prof.Dr. HİLAL YILDIZ,
Course Assistants
Course Category Other
Course Objective

To be able to conduct advanced financial research using basic econometrics knowledge.

Course Content

To make predictions about a finance series and to determine the relationships between the variables using the Eviews program.

# Course Learning Outcomes Teaching Methods Assessment Methods
1 Regresyon analizini kavranması Lecture, Testing,
2 Ekonometrik metodolojiyi açıklar ve ilgili kavramları tanımlar. Lecture, Testing, Oral Exam, Homework,
3 Hipotez Testlerinin kavranması Lecture, Oral Exam, Testing,
4 Çok değişkenli regresyon analizinin kavranması Lab / Workshop, Lecture, Homework,
5 Doğrusal olmayan regresyon analizinin kavranması Lecture, Performance Task,
Week Course Topics Preliminary Preparation
1 Basic Concepts
2 Correlation - regression - Causality Concepts
3 Simple regression analysis - 1
4 Simple regression analysis - 2
5 Hypothesis Testing -1
6 Hypothesis Testing -2
7 Multivariate Regression Analysis - 1
8 Multivariate Regression Analysis - 2
9 Multivariate Regression Analysis - 3
10 Multivariate Regression Analysis - 4
11 Modeling of volatile trading
12 Nonlinear Models - 1
13 Nonlinear Models - 2
14 Simulation Techniques
Course Notes <p>Walter Enders, Time SeriesAnalysis.</p> <p>Hilal Yıldız Bozkurt, Zaman Serileri Analizi</p>
Course Resources
Order Program Outcomes Level of Contribution
1 2 3 4 5
1 Economic and financial issues in conjunction with the expansion and deepening of information by econometric analysis information to evaluate, interpret and apply X
2 Using the theoretical knowledge in finance and economics combine the ability to apply scientific methods and knowledge of econometric methods to analyze and interpret X
3 Problems experienced in the financial sector to analyze with scientific methods and solutions development X
4 The oral and visual way to transfer to Current developments in the financial sector, for the financial sector and outside groups as written X
5 Both public as well as how it should be in the private sector require highly skilled personnel; have the theoretical knowledge and practical advanced analysis capabilities in economic and financial matters X
6 At least one foreign language spoken and written communication having the ability ("European Language Portfolio Global Scale", Level B2 X
7 they internalize the knowledge and problem-solving skills, ability to apply interdisciplinary studies X
Evaluation System
Semester Studies Contribution Rate
1. Kısa Sınav 20
1. Ödev 20
1. Ara Sınav 60
Total 100
1. Yıl İçinin Başarıya 40
1. Final 60
Total 100
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
Course Duration (Including the exam week: 16x Total course hours) 16 3 48
Hours for off-the-classroom study (Pre-study, practice) 16 6 96
Mid-terms 1 2 2
Quiz 2 2 4
Final examination 1 2 2
Total Workload 152
Total Workload / 25 (Hours) 6.08
dersAKTSKredisi 6