| Lecture No. | Description | Lecture By |
|---|---|---|
| Lecture 1 | Meaning, Nature, scope and methodology of Financial Econometrics | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 2 | Types of Data | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 3 | Returns in financial modelling | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 4 | Process of formulation of econometric model | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 5 | Simple Linear Regression Model: Assumptions, Procedures and properties of OLS estimator | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 6 | Co-efficient of determination, Tests of significance, Maximum Likelihood Method | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 7 | Multiple Linear Regression Analysis: Method of least squares, Properties of OLS estimator | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 8 | Test of significance of regression coefficient, R2 and adjusted R2 | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 9 | Multicollinearity | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 10 | Autocorrelation and Hetroscedasticity | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 11 | Functional forms | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 12 | Dummy variables-Nature and uses | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 13 | Stationary Time Series Models: Stochastic process | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 14 | Stationary, Modeling AR, MA, ARMA processes | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 15 | Deterministic and stochastic trends | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 16 | Unit roots | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 17 | Testing unit roots – Dickey & Fuller | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 18 | Phillips and Perron tests. | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 19 | Modelling Volatility – Conditional Heteroscedastic Models | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 20 | ARCH Models | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 21 | GARCH Models, Estimation of GARCH Models | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 22 | Forecasting with GARCH Model, Asymmetric GARCH Models | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 23 | The GARCH-in-Mean Model | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 24 | Volatility and Correlation: The VECH Model | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 25 | The Diagonal VECH Model | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 26 | The BEKK Model | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 27 | The Constant Correlation Model | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 28 | The Dynamic Correlation Model | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 29 | Vector Autoregressive Models: Issues in VAR, Hypothesis Testing in VAR | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 30 | Dynamic Econometric Models: distributed lag models | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 31 | Autoregressive models | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 32 | Instrumental variable estimation | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 33 | Simultaneous equation models | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 34 | Panel Data Models Methods of estimation; fixed effects model | Lecture by , Lecture by , Lecture by , Lecture by |
| Lecture 35 | Random effects model | Lecture by , Lecture by , Lecture by , Lecture by |