| 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 Level | YUKSEK_LISANS |
| 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 |
| Resources | |
|---|---|
| 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 | ||