Research Methods in Finance

Uitgebreide vaknaam	Research Methods in Finance
Leerdoelen	Upon completion of the course the student is able to: 1. Apply appropriate econometric techniques to analyse empirical problems in finance. 2. Interpret and critically evaluate the results of empirical analysis.
Omschrijving	The course provides students with an introduction to econometric tools that are frequently used in finance research. The techniques will be taught during lectures and applied in computer tutorials.
Uren per week	4
Onderwijsvorm	-computer practicum,  -hoorcollege
Toetsvorm	-groepsopdracht,  -schriftelijk tentamen (open en mc vragen) (Group assignment of 2 or 3 students)
Vaksoort	master
Coördinator	Dr. S.S.H. Eriksen
Docent(en)	Dr. S.S.H. Eriksen
Verplichte literatuur	Titel Auteur ISBN Prijs Introductory Econometrics for Finance, Cambridge University Press, Cambridge, 4th edition Brooks, C. 9781108436823 ca. €  60,00
Entreevoorwaarden	Only for MSc Finance students. Solid grasp on statistical foundations such as probability, probability distributions, hypothesis testing. Working knowledge on OLS.
Opmerkingen	This course is offered in both semester Ia and semester IIa. Secretary: Grietje Pol, phone: +31 (0)50 3633685, e-mail: g.pol@rug.nl@rug.nl, room: 5411-0836
Opgenomen in	Opleiding Jaar Periode Type DD MSc Finance - Lund University, Lund (1,5-jarig)  (basisprogramma voor studenten van FEB) 1 semester I a verplicht DD MSc Finance – UAIC of Iasi, Romania (2-jarig)  (basisprogramma voor studenten uit Iasi) 2 semester I a verplicht MSc Finance  ( basisprogramma MSc Finance) 1 semester I a verplicht Wordt meerdere malen per jaar aangeboden 1 semester II a keuze