Empirical Finance (4 ECTS)

Financial market generates vast amounts of data that can be informative for analysing decisions, forecasting crisis development, and evaluating risks. Covering a wide variety of topics in empirical corporate finance, such as asset pricing, portfolio analysis, volatility models, time series models, risk mature models, and others, the course will teach students how to apply quantitative methods to address practical financial applications and transform data into decision-relevant information. Students will also get the experience of using R and SPSS to build empirical models.