Description: The objective of this training to introduce participants to the econometric methods and time series financial data used to conduct studies in finance. The training starts with introduction to recent developments in econometrics and explains how to use these new techniques in the financial sector. The training will cover the principles of economics and accounting, application of economic analysis of financial markets, corporate finance and business decision-making. Specifically, the training will focus on high frequency data analysis techniques and tools
Content: The training will cover the following topics:
Topic 1: Properties of Financial Data
Topic 2: Tools of Financial Data Analysis
Topic 3: Univariate Time Series and Applications to Finance
Topic 4: Modelling Volatility – Conditional Heteroscedastic Models
Topic 5: Modelling Volatility & Correlations – Multivariate GARCH Models
Topic 6: Vector Autoregressive Models
Target Group: The training is suited to bankers, economic policy practitioners, financial sector managers, accountants and professionals engaged in financial analysis.
Requirements: A minimum of BA/BSc degree in economics, finance and related fields of studies. Trainee should bring laptop computer equipped with Windows 10 or higher versions
Duration of the Training: Five days.
Register know https://forms.gle/VCXqvDBrruBEcATv6