Financial Econometrics
Course, Master's level, 2ST119
Autumn 2024 Autumn 2024, Uppsala, 50%, On-campus, English
- Location
- Uppsala
- Pace of study
- 50%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 6 November 2024–19 January 2025
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in statistics, or 120 credits including 60 credits in statistics and 30 credits in mathematics and/or computer science.
- Selection
-
Higher education credits (maximum 285 credits)
- Fees
-
If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- First tuition fee instalment: SEK 12,500
- Total tuition fee: SEK 12,500
- Application deadline
- 15 April 2024
- Application code
- UU-26612
Admitted or on the waiting list?
- Registration period
- 25 July 2024–1 September 2024
- Information on registration from the department
About the course
The course offers an introduction to financial econometrics for second-cycle studies. It covers the main parts of the spectrum of quantitative financial economics, discusses important results in the empirical finance literature, and provides comprehensive knowledge to do empirical work in financial practice. The course contents involve asset return modelling and prediction, market efficiency, CAPM, single and multiple factor models and APT, present-value theory, term structure and volatility models.