Advanced Quantitative Research Methods and Applied Econometrics arm students with the basic and advanced tools needed to conduct sound research. This course is a study of the quantitative problems arising from your study of basic economics, accounting, marketing, human resources, and finance and how to apply statistical techniques to address a variety of practical problems. These include building and estimating models and using these models to make inferences on various themes such as volatility, risk management, hedging strategies, derivative pricing, and portfolio allocation among others. This course is thus concerned with the modeling of data and tests of some standard asset pricing models. The course is very closely related to several courses you have studied already, including but not limited to Corporate Finance, Financial Economics, Business Economics, Development Finance, Investments and Finance and Macroeconomics.
It is important to note that all the issues discussed in basic econometrics and statistics such as regression analysis and hypothesis testing are very relevant to this course. All the topics covered in this course would therefore proceed on the assumption that you already have a deep understanding of these concepts from your previous encounter with basic econometrics and research methods.
- Teacher: Prof. Paul Imhotep Alagidede