- Financial time series and data sources
- Classical linear regression analysis
- Descriptive statistics of financial and real estate time-series
- Econometric analysis of univariate time-series
- Econometric analysis of multivariate time-series
- Time-varying parameters, volatility and correlations
AI1177 Financial Econometrics 7.5 credits

Information per course offering
Choose semester and course offering to see current information and more about the course, such as course syllabus, study period, and application information.
Information for Spring 2026 Start 16 Mar 2026 programme students
- Course location
KTH Campus
- Duration
- 16 Mar 2026 - 1 Jun 2026
- Periods
Spring 2026: P4 (7.5 hp)
- Pace of study
50%
- Application code
60035
- Form of study
Normal Daytime
- Language of instruction
Swedish
- Course memo
- Course memo is not published
- Number of places
Places are not limited
- Target group
- No information inserted
- Planned modular schedule
- [object Object]
- Schedule
- Schedule is not published
- Part of programme
Contact
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus AI1177 (Spring 2025–)Content and learning outcomes
Course contents
Intended learning outcomes
After a passed course, the student should be able to:
- Analyse the prices and returns of key economic time series with a focus on real estate and financial markets
- Estimate linear univariate and multivariate econometric models for economic time series with statistical software
- Perform predictions and hypothesis tests with statistical software
- Interpret and analyse results that are based on econometric methods for time-series data
Literature and preparations
Specific prerequisites
Knowledge within mathematics corresponding to the content of the course AI1178 Applied mathematics and statistics for economists, 7,5 credits.
Literature
Examination and completion
Grading scale
Examination
- INL1 - Assignment, 3.5 credits, grading scale: P, F
- TEN1 - Written Exam, 4.0 credits, grading scale: A, B, C, D, E, FX, F
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
If the course is discontinued, students may request to be examined during the following two academic years.
Re-examination for a higher grade: There is no possibility to retake already passed (A-E) exams.
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.