Financial Econometric : MBA-229

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