Research Methodology in Finance
Welcome to this mandatory and important research methodology course in Finance. The importance of this course can be summarised in the following three questions:
1) What do I need in order to be able to identify the empirical predictions of a financial or economic theory?
2) What do I need in order to be able to test the empirical predictions of the theory?
3) What do I need in order to be able to critically evaluate the research methodology used in financial research?
Answer: Research Methodology in Finance.
This course introduces students to modern econometric techniques that are relevant for empirical research in Finance. The course starts with a session on data gathering in the library. Then univariate time series models and forecasting are covered before we move on to multivariate time series models and cointegration. The focus then switches to the modeling of volatility.
- Data gathering
- Review of the classical linear regression model
- Univariate time series analysis
- Multivariate time series analysis
- Cointegration: Modeling long-run financial behaviour
- Modelling Volatility: GARCH models
- Information search strategies and source evaluation
Each topic will be accompanied by hands-on practical applications of empirical Finance topics.
During the semester there will be thesis seminars to guide the students towards writing a thesis registration form. This is conducted outside the course.
This is an excerpt from the complete course description for the course. If you are an active student at BI, you can find the complete course descriptions with information on eg. learning goals, learning process, curriculum and exam at portal.bi.no. We reserve the right to make changes to this description.