Data Analysis in Finance (DAF)

Área

AC Matemática > UC Mestrados

Activa nos planos curriculares

Finance > Finance > 2º Ciclo > Unidades Curriculares Optativas > Optional Course 2 > Data Analysis in Finance

Nível

2º Ciclo (M)

Tipo

Estruturante

Regime

Semestral

Carga Horária

Aula Teórica (T): 0.0 h/semana

Aula TeoricoPrática (TP): 3.0 h/semana

Trabalho Autónomo: 121.0 h/semestre

Créditos ECTS: 6.0

Objectivos

In this course, we introduce some statistical tools useful for analyzing financial data. At the end of the course, students should be able to understand basic characteristics of financial data, basic statistical concepts and elementary but comprehensive econometric and data analysis techniques.

Programa

- Empirical Features of Financial Data
- Statistical Concepts and Stylized Facts of Financial Data
- Regression Analysis
- Time Series Analysis

Metodologia de avaliação

Apart from the classes that discuss the statistical methodology, the students are provided with:
- Computer- EViews software explanations: how to apply the theory using real data.
- Problem sets ? contain questions about both the theory and practice.
- Group Work/Case-study (50% of the final grade)
- Final Exam (50% of the final grade)

Bibliografia

Principal