Week 1 (23.09): Introduction to financial markets and topics in financial econometrics

Week 2 (30.09): Time-series and regression analysis

Week 3 (07.10): Unit root and ARIMA modelling

ARDL and introduction to volatility models

Week 5 (21.10) Review of the contents and assignments

Week 6 (28,10) National Holliday 28. 10. 2022

Volatility modelling

Introduction to risk measures: Value at Risk

GARCH and VaR forecasting

Forecasting returns and option pricing

Option pricing

EWMA model

Assignment (marks)

EXAM (Submission)