{"id":1747,"date":"2024-01-17T04:11:14","date_gmt":"2024-01-17T04:11:14","guid":{"rendered":"https:\/\/bankfin.unipi.gr\/mastersbankfin\/?post_type=courses&#038;p=1747"},"modified":"2024-01-17T04:11:57","modified_gmt":"2024-01-17T04:11:57","slug":"financial-econometrics-with-applications-in-r","status":"publish","type":"courses","link":"https:\/\/bankfin.unipi.gr\/mastersbankfin\/en\/courses\/financial-econometrics-with-applications-in-r\/","title":{"rendered":"Financial Econometrics with Applications in R"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"1747\" class=\"elementor elementor-1747\">\n\t\t\t\t<div class=\"elementor-element elementor-element-20d11ee e-flex e-con-boxed wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-parent\" data-id=\"20d11ee\" data-element_type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;gradient&quot;,&quot;content_width&quot;:&quot;boxed&quot;}\" data-core-v316-plus=\"true\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-24780b1 elementor-widget elementor-widget-heading\" data-id=\"24780b1\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.19.0 - 29-01-2024 *\/\n.elementor-heading-title{padding:0;margin:0;line-height:1}.elementor-widget-heading .elementor-heading-title[class*=elementor-size-]>a{color:inherit;font-size:inherit;line-height:inherit}.elementor-widget-heading .elementor-heading-title.elementor-size-small{font-size:15px}.elementor-widget-heading .elementor-heading-title.elementor-size-medium{font-size:19px}.elementor-widget-heading .elementor-heading-title.elementor-size-large{font-size:29px}.elementor-widget-heading .elementor-heading-title.elementor-size-xl{font-size:39px}.elementor-widget-heading .elementor-heading-title.elementor-size-xxl{font-size:59px}<\/style><h2 class=\"elementor-heading-title elementor-size-default\">Financial Econometrics with Applications in R<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-63be5cc elementor-widget elementor-widget-text-editor\" data-id=\"63be5cc\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.19.0 - 29-01-2024 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#69727d;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#69727d;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<p><span style=\"color: #ffc747;\"><b>Full Time<\/b><\/span>\/\/ 2nd Semester, Course Code: <strong>\u039c\u0395\u03a7\u03a1\u0397332<\/strong><\/p><p><span style=\"color: #00ffff;\"><strong>Part Time<\/strong><\/span> \/\/ 3rd Semester, Course Code: <strong>\u039c\u0395\u03a7\u03a1\u0397-\u039c332<\/strong><\/p><p><strong>Credits:<\/strong>\u00a0<strong>6<\/strong><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-47ba720 e-con-full e-flex wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-child\" data-id=\"47ba720\" data-element_type=\"container\" data-settings=\"{&quot;content_width&quot;:&quot;full&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-6b15089 elementor-widget elementor-widget-n-accordion\" data-id=\"6b15089\" data-element_type=\"widget\" data-settings=\"{&quot;default_state&quot;:&quot;all_collapsed&quot;,&quot;max_items_expended&quot;:&quot;one&quot;,&quot;n_accordion_animation_duration&quot;:{&quot;unit&quot;:&quot;ms&quot;,&quot;size&quot;:400,&quot;sizes&quot;:[]}}\" data-widget_type=\"nested-accordion.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"e-n-accordion\" aria-label=\"Accordion. Open links with Enter or Space, close with Escape, and navigate with Arrow Keys\">\n\t\t\t\t\t\t<details id=\"e-n-accordion-item-1120\" class=\"e-n-accordion-item\" >\n\t\t\t\t<summary class=\"e-n-accordion-item-title\" data-accordion-index=\"1\" tabindex=\"0\" aria-expanded=\"false\" aria-controls=\"e-n-accordion-item-1120\" >\n\t\t\t\t\t<span class='e-n-accordion-item-title-header'><h4 class=\"e-n-accordion-item-title-text\"> Course Description in .pdf <\/h4><\/span>\n\t\t\t\t\t\t\t<span class='e-n-accordion-item-title-icon'>\n\t\t\t<span class='e-opened' ><svg aria-hidden=\"true\" class=\"e-font-icon-svg e-fas-minus\" viewBox=\"0 0 448 512\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\"><path d=\"M416 208H32c-17.67 0-32 14.33-32 32v32c0 17.67 14.33 32 32 32h384c17.67 0 32-14.33 32-32v-32c0-17.67-14.33-32-32-32z\"><\/path><\/svg><\/span>\n\t\t\t<span class='e-closed'><svg aria-hidden=\"true\" class=\"e-font-icon-svg e-fas-plus\" viewBox=\"0 0 448 512\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\"><path d=\"M416 208H272V64c0-17.67-14.33-32-32-32h-32c-17.67 0-32 14.33-32 32v144H32c-17.67 0-32 14.33-32 32v32c0 17.67 14.33 32 32 32h144v144c0 17.67 14.33 32 32 32h32c17.67 0 32-14.33 32-32V304h144c17.67 0 32-14.33 32-32v-32c0-17.67-14.33-32-32-32z\"><\/path><\/svg><\/span>\n\t\t<\/span>\n\n\t\t\t\t\t\t<\/summary>\n\t\t\t\t<div role=\"region\" aria-labelledby=\"e-n-accordion-item-1120\" class=\"elementor-element elementor-element-8b5d4b4 e-con-full e-flex wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-child\" data-id=\"8b5d4b4\" data-element_type=\"container\" data-settings=\"{&quot;content_width&quot;:&quot;full&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-b1857ca elementor-widget elementor-widget-button\" data-id=\"b1857ca\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-xs\" href=\"#\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">Full Time Course Description (Greek)<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-53d046d elementor-widget elementor-widget-button\" data-id=\"53d046d\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-xs\" href=\"#\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">Full Time Course Description (English)<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-56a3b36 elementor-widget elementor-widget-button\" data-id=\"56a3b36\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-xs\" href=\"#\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">Part Time Course Description (Greek)<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-61e5d0c elementor-widget elementor-widget-button\" data-id=\"61e5d0c\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-xs\" href=\"#\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">Part Time Course Description (English)<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/details>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-418ccde e-flex e-con-boxed wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-parent\" data-id=\"418ccde\" data-element_type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;,&quot;content_width&quot;:&quot;boxed&quot;}\" data-core-v316-plus=\"true\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-5d468a2 e-con-full e-flex wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-child\" data-id=\"5d468a2\" data-element_type=\"container\" data-settings=\"{&quot;content_width&quot;:&quot;full&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-60b278f elementor-widget elementor-widget-heading\" data-id=\"60b278f\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Learning Outcomes<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-eacfcda elementor-widget elementor-widget-text-editor\" data-id=\"eacfcda\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>Upon successful completion of the course, the student<\/p>\n<p>(a) will know the fundamental notions and classes of Stochastic Processes<\/p>\n<p>(b) will have obtained understanding of the ARIMA formulation, will be able to identify patterns of autocorrelation and classify a timeseries applying the appropriate functions of the R programming language<\/p>\n<p>(c) will be able to identify and apply unit root tests using the appropriate functions in R<\/p>\n<p>(d) will have obtained understanding of the notion of cointegration, and will be able to test for the existence of cointegrating relationships using Johansen&rsquo;s approach and the corresponding functions in R.<\/p>\n<p>(e) will be able to test for heteroskedasticity and autocorrelation, and correct the standard errors of the estimators of a linear regression&rsquo;s coefficients using the appropriate libraries and functions in R,<\/p>\n<p>(f) will have a basic knowledge of the ARCH and GARCH models, and will be able to estimate their parameters using the corresponding functions in R.<\/p>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-4cf84d8 elementor-widget elementor-widget-heading\" data-id=\"4cf84d8\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">General Competences<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-bf4b8c3 elementor-widget elementor-widget-text-editor\" data-id=\"bf4b8c3\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>Within the framework of the combined skills that the graduate will acquire by attending all the courses of the study program, this course aims at the graduate to acquire abilities:<\/p>\n<p>(a) in the search for, analysis and synthesis of data and information, with the use of the necessary technology,<\/p>\n<p>(b) in decision-making<\/p>\n<p>(c) in working independently<\/p>\n<p>(d) to promote free, creative and inductive thinking<\/p>\n<p>(e) in exercising criticism and self-criticism<\/p>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-4888b97 elementor-widget elementor-widget-heading\" data-id=\"4888b97\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Course Content<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-c9346a7 elementor-widget elementor-widget-text-editor\" data-id=\"c9346a7\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>1) Introduction to the Theory of Stochastic Processes<\/p>\n<p>Modeling time series data<\/p>\n<p>Stationary Stochastic Processes<\/p>\n<p>Autocorrelation and Partial Autocorrelation Function<\/p>\n<p>Time series in R, time series plots, Autocorrelation and Partial Autocorrelation functions in R<\/p>\n<p>Moving Average Processes<\/p>\n<p>Autoregressive Processes<\/p>\n<p>ARMA Processes<\/p>\n<p>Stationarity Conditions<\/p>\n<p>Stationary ARMA simulations in R<\/p>\n<p>Testing for Autocorrelation and Heteroscedasticity by means of the appropriate R functions<\/p>\n<p>The LAG operator<\/p>\n<p>&nbsp;<\/p>\n<p>2) Unit Root Processes<\/p>\n<p>Departure from Stationarity<\/p>\n<p>Stochastic trends and unit roots<\/p>\n<p>Unit Root Testing with Applications in R<\/p>\n<p>ARIMA representation<\/p>\n<p>ARIMA model estimation and simulations in R<\/p>\n<p>&nbsp;<\/p>\n<p>3) Cointegration<\/p>\n<p>The concept of Cointegration<\/p>\n<p>Testing with the Engle-Granger method<\/p>\n<p>Testing with the Johansen method<\/p>\n<p>Libraries and functions in R for cointegration testing<\/p>\n<p>&nbsp;<\/p>\n<p>4) Examples of Conditional Variance modeling<\/p>\n<p>Engle&#8217;s ARCH model<\/p>\n<p>The GARCH model of T. Bollerslev<\/p>\n<p>Stationarity conditions<\/p>\n<p>Variations and estimation using real data and the appropriate R functions<\/p>\n<p>&nbsp;<\/p>\n<p>5) Introduction to Brownian Motion<\/p>\n<p>Continuous time Processes<\/p>\n<p>Properties of Brownian Motion<\/p>\n<p>Geometric Brownian Motion<\/p>\n<p>Link to financial data<\/p>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-dc8f02b elementor-widget elementor-widget-heading\" data-id=\"dc8f02b\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Student Performance Evaluation<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-40687ca elementor-widget elementor-widget-text-editor\" data-id=\"40687ca\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>Formative and conclusive evaluation is carried out.<\/p>\n<p>The final evaluation of the students is done by an oral exam on a take-home assignment and a written exam. The assignment contains the application of the concepts taught using data. The written exam is based on problem solving, short answer questions and development questions.<\/p>\n<p>It is based on problem solving, short-answer questions and open-ended questions.<\/p>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-cab8eca elementor-widget elementor-widget-heading\" data-id=\"cab8eca\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Bibliography<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-79771de elementor-widget elementor-widget-text-editor\" data-id=\"79771de\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><strong>Suggested Bibliography<\/strong><\/p><p>1) Tutor&rsquo;s Notes<\/p>\n<p>2) Modern Methods of Time Series Analysis (in Greek). S. Dimeli. AUEB Publications<\/p>\n<p>3) Financial Econometrics (in Greek). A. Demos. AUEB Publications<\/p>\n<p>4) Campbell Lo and MacKinlay,(1997) The Econometrics of Financial Markets, Princeton<\/p>\n<p>5) Analysis of Financial Time Series, 2nd Edition. Tsay, Ruey, John Wiley &amp; Sons<\/p>\n<p><strong>Related Academic Journals<\/strong><\/p><ul>\n<li>Journal of Financial Econometrics,<\/li>\n<li>Econometric Reviews,<\/li>\n<li>Econometric Theory,<\/li>\n<li>Journal of Econometrics,<\/li>\n<li>Journal of Applied Econometrics,<\/li>\n<li>Journal of Empirical Finance<\/li>\n<\/ul>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-498673f e-con-full e-flex wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-child\" data-id=\"498673f\" data-element_type=\"container\" data-settings=\"{&quot;content_width&quot;:&quot;full&quot;,&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-6ec9675 elementor-widget elementor-widget-text-editor\" data-id=\"6ec9675\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p style=\"text-align: center;\"><strong>Master of Science (M.Sc.) in<br \/>\u00abBanking and Finance\u00bb<\/strong><br \/>Specialization in <br \/>\u00abBanking and Financial Management\u00bb<br \/><br \/><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-f018917 elementor-widget elementor-widget-heading\" data-id=\"f018917\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h4 class=\"elementor-heading-title elementor-size-default\">Courses<\/h4>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-d491269 hfe-nav-menu__breakpoint-none hfe-nav-menu__align-left hfe-submenu-icon-arrow hfe-submenu-animation-none hfe-link-redirect-child elementor-widget elementor-widget-navigation-menu\" data-id=\"d491269\" data-element_type=\"widget\" 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