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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.

Termin

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

Contact

Examiner
No information inserted
Course coordinator
No information inserted
Teachers
No information inserted

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–)
Headings with content from the Course syllabus AI1177 (Spring 2025–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

  • 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

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

You can find information about course literature either in the course memo for the course offering or in the course room in Canvas.

Examination and completion

Grading scale

A, B, C, D, E, FX, F

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.

Further information

Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Offered by

Main field of study

Technology

Education cycle

First cycle