ECONOMETRIA PER LA FINANZA
Basic concepts of econometrics and statistics: linear regression.
The final examination consists of carrying out some exercises. During the examination, it is possible to consult the teaching material. In addition, there is the possibility of replacing the written examination with the writing of a paper focusing on an analysis of financial data.
The course aims to provide the quantitative tools to understand the dynamics of financial markets and univariate time series.
The course will focus on several topics, such as the description of financial markets, the introduction to data and descriptive statistics, and the univariate analysis of time series, in particular focusing on ARMA and GARCH models.
The course will alternate between theoretical lectures and exercises on software to manipulate data and apply models.