INTERNATIONAL FINANCE
Bachelor	TR-NQF-HE: Level 6	QF-EHEA: First Cycle	EQF-LLL: Level 6

Course Introduction and Application Information

Course Code	Course Name	Semester	Theoretical	Practical	Credit	ECTS
IF3211	Financial Econometrics and Quantitative Analysis	Fall	3	0	3	6

Basic information

Language of instruction:	English
Type of course:	Must Course
Course Level:	Bachelor’s Degree (First Cycle)
Mode of Delivery:	Face to face
Course Coordinator :	Dr. Öğr. Üyesi BAHAR KÖSEOĞLU
Recommended Optional Program Components:	None
Course Objectives:	FINANCIAL ECONOMETRICS AND QUANTITAVE ANALYSIS is a course in introductory econometrics, designed to provide you with the theoretical tools and practical experience necessary to do applied financial research.

Learning Outcomes

The students who have succeeded in this course;
1. Distinguish between different types of data, define and compute measures of financial returns
2. Construct a workfile, import data and accomplish simple tasks in EViews
3. Derive the OLS formulae for estimating parameters and their standard errors
4. Explain the desirable properties that a good estimator should have
5. Estimate regression models and test single hypotheses in EViews
6. Construct models with more than one explanatory variable, test multiple hypotheses using an F-test, determine how well a model fits the data
7. Estimate multiple regression models and test multiple hypotheses in EViews
8. Learn to detect and remedy multicollinearity. Describe the steps involved in testing and remedying for heteroscedasticity and autocorrelation

Course Content

Types of data, EViews, OLS, regression models

Weekly Detailed Course Contents

Week	Subject	Related Preparation
1)	Types of data, returns in financial modelling	3
2)	Simple regression	3
3)	Simple linear regression	3
4)	simple linear regression in EViews	3
5)	The assumptions underlying the classical linear regression model.	3
6)	The properties of the OLS estimator	3
7)	Precision and standard errors, an introduction to statistical inference	3
8)	Generalising the simple model to multiple linear regression	3
9)	Multiple linear regression models in Eviews and the F test and goodness of fit statistics.	3
10)	Multicollinearity	3
11)	Heteroscedasticity	3
12)	Autocorrelation	3
13)	Moving average process Autoregressive process ARMA process	3
14)	Course review

Sources

Course Notes / Textbooks:	Introductory Econometrics for Finance,2 nd. Ed., Chris Brooks, Cambridge University Press
References:	Mevcut değil

Evaluation System

Semester Requirements	Number of Activities	Level of Contribution
Homework Assignments	1	% 15
Midterms	1	% 35
Final	1	% 50
Total		% 100
PERCENTAGE OF SEMESTER WORK		% 50
PERCENTAGE OF FINAL WORK		% 50
Total		% 100

ECTS / Workload Table

Activities	Number of Activities	Duration (Hours)	Workload
Course Hours	14	3	42
Study Hours Out of Class	14	2	28
Homework Assignments	1	10	10
Midterms	1	25	25
Final	1	35	35
Total Workload			140

Contribution of Learning Outcomes to Programme Outcomes

No Effect	1 Lowest	2 Low	3 Average	4 High	5 Highest

	Program Outcomes	Level of Contribution
1)	To correctly identify the problems and to be able to ask the correct questions	3
2)	To have the ability for problem solving and to utilize analytical approach in dealing with the problems of finance	5
3)	To understand and grasp the full details of theoretical arguments and counter arguments	4
4)	To be fully prepared for a graduate study in finance and to have lifelong learning awareness	5
5)	To be able to apply theoretical principles of finance to the realities of practical business life	4
6)	To develop solutions for managerial problems by understanding the requirements of international financial markets	2
7)	To think innovatively and creatively in complex situations	3
8)	To be able to make decisions both locally and internationally by knowing the effects of globalization on business and social life	1
9)	To have the competencies of the digital age and to use the necessary financial applications	4
10)	To be able to use at least one foreign language both for communication and academic purposes	4
11)	To understand the importance of business ethics and to take decisions by knowing the legal and ethical consequences of their activities in the academic world and business life	1
12)	To develop an objective criticism in business and academic life and having a perspective to self-criticize	2