International Summer School for Advanced Study
Financial Econometrics with Applications
in cooperation with Yasar University Izmir / Turkey
- Intensive course: 60 hours / one field trip included
- Course language: English
- Number of participants: circa 20
9 July – 3 August 2017
Deadline of registration: 1st of May 2017
B2-C2 / Intermediate and advanced level
4 credit hours - US / 8 credit points-ECTS*
* Please note: These credits can be transferred to your home university/institution. It is recommended to verify with your home university/institution that the grades you earn in Bremen can be applied to your curriculum or course of study.
Syllabus and Faculty
Financial Econometrics with Applications
|Lectures, excursion and assessments||60 hours|
|Group work, individual preparation and reading||50 hours|
|Total duration||110 hours|
This course introduces students various research methods and tools used in financial research. Students will learn probability distributions, single and multiple regression models, parameter estimates, hypothesis testing, goodness of fit tests, properties of financial time series, basic forecasting techniques and modelling volatility. In addition to theoretical aspect of econometrics, there will be applied empirical exercises conducted on real data. Students are welcome to bring their own data for their project or thesis. The last session of the lecture will be a forum to discuss the proposed case studies.
This course differs from a regular econometric course for several aspects. First of all, this is an important opportunity to analyse financial and economic data through up to data econometric methods with application. Secondly, every student may bring their own dataset of their thesis or project to analyse during the lecture. The last but the least, a report of the analysis, an academic article, will be produced for each student proposal after assessing its drawbacks before submitting to an academic journal.
|Teaching method||Lectures, workshops, project work|
|Assessment||Continuous assessment and final test|
|Syllabus update/created||September 2016: PDF Download|
|Faculty||Professor Dr. Saban Celik
Department of International Trade and Finance
Yasar University Izmir / Turkey
Lecturers for Cross-cultural Management and German Language /Hochschule Bremen
Certificate / transcript of records
At the end of the course a certificate of attendance and transcript of records will be issued to each participant.
Successful participants can earn 4 credit hours - US / 8 credit points-ECTS.
Students of economics, business studies, management studies and interested persons. Minimum age 18 years.
For information concerning the accommodation please see "room and board".
Tram and bus ticket
As a participant in the International Summer School on arrival you will receive a ticket for public transport (tram + bus) for the duration of the course. With this ticket you can use all trams and buses within the city of Bremen. For travels on the night trams/buses on the weekend a surcharge of EURO 1 per ride is due.
- Internet access and e-mail are available to every participant.
- During the entire stay tutors of the Hochschule Bremen will be available and will take care of participants’ needs.
An attractive and colourful leisure program provides participants with ample opportunities to discover Bremen and Germany (in part subject to charge).
- guided city tour
- welcome and farewell parties
- leisure activities
- excursions and trips
For more information please see "leisure activities".
For the duration of your stay in Germany we recommend taking out a health and accident insurance policy as well as a third party insurance. The Hochschule Bremen will not be liable for any costs arising in the case of either sickness or injury.
Summer school fees do not include any insurance coverage.
|Financial Econometrics with Applications|
|9 July – 3 August||EURO 900||Registration|
* The course fee includes:
- information packet with city guide
- Seminars and lectures
- Teaching material
- Program related excursion
- Ticket for public transport in Bremen (bus+tram)
* The course fee excludes:
- Travel expenses
- Accommodation in Bremen
- Health and liability insurance
- Board and personal spendings
- Participation in optional activities
The program may be subject to change.