GSF-6053 - Financial Econometrics I

Course Level: Graduate
Credits: 3
Teaching Mode: Regular

Course Description

This repository supports the GSF-6053 - Financial Econometrics I course, which introduces students to the practical aspects of econometric methods and estimation techniques as applied in finance. The course emphasizes modeling challenges specific to financial applications and covers fundamental econometric models and concepts relevant to financial markets.

Key Topics Covered

• Econometric Models for Financial Data: Introduction to basic econometric models and their application to financial datasets.
• Estimation Techniques: Overview of key estimation techniques used to model financial phenomena.
• Financial Market Applications: Practical examples and applications of econometric methods to analyze and interpret financial data.

Prerequisites

A basic understanding of statistics is recommended to engage fully with the course material.

Learning Outcomes

By the end of this course, students will be able to:

• Apply econometric techniques to financial datasets.
• Address modeling challenges in financial data analysis.
• Understand and interpret econometric models in the context of financial markets.

Repository Structure

The repository includes resources, materials, and assignments for the course:

• Lecture Notes: Comprehensive notes on econometric models and methods.
• Assignments: Exercises and projects to apply econometric techniques to real financial data.
• Datasets: Sample financial data for hands-on analysis.
• Supplementary Resources: Additional readings and references for advanced econometric techniques.

How to Use This Repository

1. Clone the Repository: Download the materials by cloning the repository:

   git clone https://github.com/simonpierreboucher/GSF6053.git

2. Navigate the Content: Access lecture notes, assignments, and datasets in the corresponding folders.

License

This repository is for educational purposes and is intended for students enrolled in the GSF-6053 course.