THIRD SEMESTERcoretheorySem 3
STATISTICS FOR FINANCE
CSS 3108
Syllabus
- 01Introduction statistics, data, data Types
- 02Measures of central tendency and dispersion
- 03Classical linear regression model
- 04Analysis of the classical linear regression model
- 05Classical linear regression model assumptions and diagnostic tests
- 06Introduction to logistic Regression
- 07Univariate time series modelling and forecasting
- 08Multivariate models
- 09Modelling long-run relationships in finance
- 10Modelling volatility and correlation
- 11Switching models
- 12Panel data
- 13Limited dependent variable models
- 14Simulation methods
- 15High frequency data
References
- Chris Brooks. Introductory Econometrics for Finance, 2e. Cambridge University Press, New York, 2008.
- Damodar N. Gujarati, Dawn C. Porter, & Sangeetha Gunasekar. Basic of Econometrics, 5e. McGraw Hill Education Pvt. Ltd., New Delhi, India, 2012.
Credits Structure
3Lecture
0Tutorial
0Practical
3Total