The main objective of the seminar is to give a brief overview of selected methods in modern financial econometrics and time series modeling, a practical knowledge of performing applied empirical analysis as well as an experience of working with real financial data. The seminar also aims to provide a ground for students to practice presentation skills and a critical assessment of research papers.

This course provides students a deeper understanding of theory and practice of major parametric estimation and inference techniques in econometrics. The tutorial classes aim to reiterate major theoretical concepts discussed through the lectures, to highlight related econometric intuition and to illustrate the material with instructive analytical examples and exercises.