{"id":10847,"date":"2024-01-10T19:02:29","date_gmt":"2024-01-10T16:02:29","guid":{"rendered":"http:\/\/accaud.uth.gr\/research-methodology-ii\/"},"modified":"2024-01-10T19:03:25","modified_gmt":"2024-01-10T16:03:25","slug":"research-methodology-ii","status":"publish","type":"post","link":"https:\/\/accaud.uth.gr\/en\/research-methodology-ii\/","title":{"rendered":"Research Methodology II"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"10847\" class=\"elementor elementor-10847 elementor-10842\" data-elementor-post-type=\"post\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-6b696be elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"6b696be\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-2899aba\" data-id=\"2899aba\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-d0330df elementor-widget elementor-widget-text-editor\" data-id=\"d0330df\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.18.0 - 20-12-2023 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#69727d;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#69727d;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<ul>\n<li><strong>GENERAL<\/strong><\/li>\n<\/ul>\n<table>\n<tbody>\n<tr>\n<td width=\"208\"><strong>SCHOOL<\/strong><\/td>\n<td colspan=\"5\" width=\"345\">SCHOOL OF ECONOMICS AND BUSINESS<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>DEPARTMENT<\/strong><\/td>\n<td colspan=\"5\" width=\"345\">DEPARTMENT OF ECONOMICS AND DEPARTMENT OF ACCOUNTING AND FINANCE<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>LEVEL OF STUDIES<\/strong><\/td>\n<td colspan=\"5\" width=\"345\">POSTGRADUATE LEVEL<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>COURSE CODE<\/strong><\/td>\n<td width=\"75\"><strong>\u03a0\u039c\u03a30208<\/strong><\/td>\n<td colspan=\"2\" width=\"164\"><strong>SEMESTER OF STUDY<\/strong><\/td>\n<td colspan=\"2\" width=\"106\"><strong>2<\/strong><\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>COURSE TITLE<\/strong><\/td>\n<td colspan=\"5\" width=\"345\">RESEARCH METHODOLOGY \u0399\u0399<\/td>\n<\/tr>\n<tr>\n<td colspan=\"3\" width=\"329\"><strong>INDEPENDENT<\/strong> <strong>TEACHING<\/strong> <strong>ACTIVITIES<\/strong><\/td>\n<td colspan=\"2\" width=\"142\"><strong>WEEKLY TEACHING HOURS<\/strong><\/td>\n<td width=\"82\"><strong>CREDIT POINTS (ECTS)<\/strong><\/td>\n<\/tr>\n<tr>\n<td colspan=\"3\" width=\"329\">LECTURES<\/td>\n<td colspan=\"2\" width=\"142\">3<\/td>\n<td width=\"82\">6<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>TYPE OF COURSE<\/strong><\/td>\n<td colspan=\"5\" width=\"345\">COMPULSORY<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>PREREQUISITE COURSES<\/strong><strong>:<\/strong><\/td>\n<td colspan=\"5\" width=\"345\">NONE<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>LANGUAGE OF TEACHING AND EXAMINATION:<\/strong><\/td>\n<td colspan=\"5\" width=\"345\">GREEK<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>THE COURSE IS OFFERED TO ERASMUS STUDENTS<\/strong><\/td>\n<td colspan=\"5\" width=\"345\">NO<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>ELECTRONIC COURSE PAGE <\/strong><\/p>\n<p><strong>(<\/strong><strong>URL)<\/strong><\/td>\n<td colspan=\"5\" width=\"345\">https:\/\/eclass.uth.gr\/<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><\/td>\n<td width=\"75\"><\/td>\n<td width=\"46\"><\/td>\n<td width=\"119\"><\/td>\n<td width=\"23\"><\/td>\n<td width=\"82\"><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<ul>\n<li><strong>LEARNING OUTCOMES<\/strong><\/li>\n<\/ul>\n<table width=\"565\">\n<tbody>\n<tr>\n<td width=\"565\"><strong>Learning Outcomes<\/strong><\/td>\n<\/tr>\n<tr>\n<td width=\"565\"><\/td>\n<\/tr>\n<tr>\n<td width=\"565\">Upon completion of the course, students will be able to:<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Distinguish between basic statistical concepts such as population and sample, quantitative and qualitative variables, census and sample survey, representativeness and precision, sampling and non-sampling errors.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Draw the population units to be included in the sample when stratified sampling is applied.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Construct frequency distributions and compute\/interpret statistical parameters of \u00a0central tendency, location, and dispersion.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Use the properties of the Normal and Student-t distributions to construct confidence intervals and perform statistical hypothesis tests.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 To apply and analyse properties of ARIMA models, as well as to estimate, analyse and evaluate these models on the basis of their predictive ability.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Apply ARCH and GARCH models to financial data exhibiting volatility clustering and dynamic skewness.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Apply cointegration techniques for modeling short and long term relationships between economic data.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Apply techniques for vector autoregressive models (VAR), causality tests, and traditional models using panel data.<\/p>\n<p>&nbsp;<\/td>\n<\/tr>\n<tr>\n<td width=\"565\"><strong>General Competencies<\/strong><\/td>\n<\/tr>\n<tr>\n<td width=\"565\">&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0 Search, analysis and synthesis of data and information, using the necessary technologies<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0 Decision-making.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0 Autonomous work.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0 Teamwork.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0 Working in an international environment.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0 Working in an interdisciplinary environment.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0 Producing new research ideas.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0 Respect the natural environment.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0 Demonstrate social, professional and ethical responsibility.<\/p>\n<p>&nbsp;<\/p>\n<p>\u00b7\u00a0\u00a0\u00a0\u00a0 Promoting free, creative and inductive thinking.<\/p>\n<p>&nbsp;<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><strong>\u00a0<\/strong><\/p>\n<ul>\n<li><strong>COURSE CONTENT<\/strong><\/li>\n<\/ul>\n<table width=\"565\">\n<tbody>\n<tr>\n<td width=\"565\">&nbsp;<\/p>\n<p>The general objective of the course is for students to understand the usefulness of applying statistical-inductive and econometric methods and models. Specific objectives are: (a) To introduce students to fundamental concepts of descriptive and inferential statistics, (b) To familiarize them with the principles underlying the techniques of stratified sampling, (c) To familiarize them with the principles underlying \u00a0cointegration for modeling short and long term relationships between economic data, (d) To introduce them to ARCH and GARCH models in a way that makes feasible their application to financial data that exhibit volatility clustering and dynamic skewness; (e) To familiarize them with the application and analysis of traditional and dynamic models using panel data, and (f) to offer them the necessary computational skills through the use of statistical\/econometric packages.<\/p>\n<p>&nbsp;<\/p>\n<p>More specifically, during the lectures the following topics will be discussed:<\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>DESCRIPTIVE STATISTICS: <\/strong>Quantitative\/qualitative variables, samples and populations, statistical parameters of central tendency, location and variability, grouped data and histograms, skewness and kyrtosis, relationships between mean, median and mode.<\/p>\n<p><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <\/strong><\/p>\n<p><strong>INDUCTIVE STATISTICS: <\/strong>Properties of the Standard Normal distribution, Standard distribution of the sample mean with unknown population variance, degrees of freedom, the Student-t distribution, confidence interval for the population mean with known and unknown population variance, confidence interval for the population proportion, hypothesis tests for population means and population proportions, p-value and examples of its calculation, one way analysis of variance, ANOVA table, correlation coefficient, estimation of single and multiple regression models, confidence intervals and hypothesis testing for the regression coefficients, residual analysis and adequacy check of the regression \u00a0\u00a0\u00a0\u00a0\u00a0model.<\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>SAMPLING TECHNIQUES: <\/strong>Stratified sampling: Reasons for its use, allocation of sample in the \u00a0strata &#8211; proportional allocation &#8211; Neyman allocation &#8211; optimal allocation,<\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>FINANCIAL<\/strong> <strong>ECONOMICS:<\/strong> Modelling variation: the ARCH- GARCH models, Vector Autoregressive models (VAR) and causality tests, Non-stationarity and unit root \u00a0tests, Integration and error correction models, Identification in Standard and cointegrated systems, Traditional models with panel data, Dynamic heterogeneous\u00a0\u00a0\u00a0\u00a0 \u00a0panels and non-stationary panels.<\/p>\n<p><strong>\u00a0<\/strong><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<ul>\n<li><strong>TEACHING and LEARING METHODS<\/strong><strong> &#8211; <\/strong><strong>EVALUATION<\/strong><\/li>\n<\/ul>\n<table width=\"565\">\n<tbody>\n<tr>\n<td width=\"208\"><strong>TEACHING METHODS<\/strong><\/td>\n<td width=\"357\">Postgraduate students will attend lectures either by face-to-face meetings or by using synchronous distance education methods in Hybrid rooms<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>USE OF INFORMATION AND COMMUNICATION TECHNOLOGIES<\/p>\n<p><\/strong><\/td>\n<td width=\"357\">Lectures take place in a hybrid room with a wall-mounted screen on which participants appeared remotely. The connection to the lecture is made through the Microsoft Teams software, which gives the capability to the corresponding teacher through a camera to be registered and portrayed. The on-line lecture is supplemented by a Wacom digital pen, which ensures the interactivity of class with notes that appear directly on the students&#8217; screen. In addition, slides are projected and an asynchronous education platform is used for posting course material and students&#8217; assignments, establishing communication between teachers and students, and allowing search for online journals and resources.<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>ORGANIZATION OF TEACHING<\/strong><\/td>\n<td width=\"357\">\n<table width=\"342\">\n<tbody>\n<tr>\n<td width=\"171\"><strong><em>Activity<\/em><\/strong><\/td>\n<td width=\"171\"><strong><em>Semester Workload<\/em><\/strong><\/td>\n<\/tr>\n<tr>\n<td width=\"171\">Lectures<\/td>\n<td width=\"171\">36<\/td>\n<\/tr>\n<tr>\n<td width=\"171\">Study \u2013 Preparation and presentation of activities<\/td>\n<td width=\"171\">110<\/td>\n<\/tr>\n<tr>\n<td width=\"171\">Study and analysis of literature (preparation for lectures and exams)<\/td>\n<td width=\"171\">31<\/td>\n<\/tr>\n<tr>\n<td width=\"171\">Final written exam<\/td>\n<td width=\"171\">3<\/td>\n<\/tr>\n<tr>\n<td width=\"171\"><strong>Total<\/strong><\/td>\n<td width=\"171\"><strong>180<\/strong><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n<tr>\n<td width=\"208\"><strong>STUDENTS\u2019 ASSESSMENT<\/strong><\/td>\n<td width=\"357\">Assessment is carried out in the Greek language and includes assignments during the semester and a written exam at the end of semester<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<ul>\n<li><strong>RECCOMENDED BIBLIOGRAPHY<\/strong><\/li>\n<\/ul>\n<table width=\"565\">\n<tbody>\n<tr>\n<td width=\"565\"><em>&#8211; <\/em><em>Suggested Bibliography<\/em><em>:<\/em><\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0 <u>\u0391<\/u><u>. D. Aczel, J. Sounderpandian, (2013). <\/u><u>\u03a3\u03c4\u03b1\u03c4\u03b9\u03c3\u03c4\u03b9\u03ba\u03ae \u03a3\u03ba\u03ad\u03c8\u03b7 \u03c3\u03c4\u03bf \u03ba\u03cc\u03c3\u03bc\u03bf \u03c4\u03c9\u03bd \u0395\u03c0\u03b9\u03c7\u03b5\u03b9\u03c1\u03ae\u03c3\u03b5\u03c9\u03bd, \u0395\u03c0\u03b9\u03bc\u03ad\u03bb\u03b5\u03b9\u03b1 \u039c. \u0395. \u03a3\u03c6\u03b1\u03ba\u03b9\u03b1\u03bd\u03ac\u03ba\u03b7\u03c2, \u039c\u03b5\u03c4\u03ac\u03c6\u03c1\u03b1\u03c3\u03b7 \u03a0. \u0395. \u039c\u03b1\u03c1\u03b1\u03b2\u03b5\u03bb\u03ac\u03ba\u03b7\u03c2, BROKEN HILL PUBLISHERS LTD.<\/u><\/p>\n<p><u>\u00a0<\/u><\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0 <u>\u0393.\u03a7\u03ac\u03bb\u03ba\u03bf\u03c2, (2011). \u03a3\u03c4\u03b1\u03c4\u03b9\u03c3\u03c4\u03b9\u03ba\u03ae, 3\u03b7 \u0388\u03ba\u03b4\u03bf\u03c3\u03b7, \u0393. \u0394\u0391\u03a1\u0394\u0391\u039d\u039f\u03a3 &#8211; \u039a. \u0394\u0391\u03a1\u0394\u0391\u039d\u039f\u03a3 \u039f.\u0395.<\/u><\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0 <u>\u00a0<\/u><\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0 <u>\u039a.\u0399. \u03a7\u03b1\u03c1\u03af\u03c3\u03b7\u03c2, \u03a0. \u0391. \u039a\u03b9\u03cc\u03c7\u03bf\u03c2, (1997). \u0398\u03b5\u03c9\u03c1\u03af\u03b1 \u0394\u03b5\u03b9\u03b3\u03bc\u03b1\u03c4\u03bf\u03bb\u03b7\u03c8\u03af\u03b1\u03c2 \u03ba\u03b1\u03b9 \u0395\u03c6\u03b1\u03c1\u03bc\u03bf\u03b3\u03ad\u03c2, \u0395\u03ba\u03b4\u03cc\u03c3\u03b5\u03b9\u03c2 INTERBOOKS.<\/u><\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0 <u>\u00a0<\/u><\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0 <u>S.K. Thompson, (2002). Sampling, John Wiley &amp; Sons.<\/u><\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0 <u>\u00a0<\/u><\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0 <u>J. Jarrett, (2002). \u039c\u03ad\u03b8\u03bf\u03b4\u03bf\u03b9 \u03a0\u03c1\u03bf\u03b2\u03bb\u03ad\u03c8\u03b5\u03c9\u03bd \u03b3\u03b9\u03b1 \u039f\u03b9\u03ba\u03bf\u03bd\u03bf\u03bc\u03b9\u03ba\u03ad\u03c2 \u03ba\u03b1\u03b9 \u0395\u03c0\u03b9\u03c7\u03b5\u03b9\u03c1\u03b7\u03bc\u03b1\u03c4\u03b9\u03ba\u03ad\u03c2 \u0391\u03c0\u03bf\u03c6\u03ac\u03c3\u03b5\u03b9\u03c2, \u0395\u03c0\u03b9\u03bc\u03ad\u03bb\u03b5\u03b9\u03b1-\u0398\u03b5\u03ce\u03c1\u03b7\u03c3\u03b7 \u0391. \u039a\u03b9\u03bd\u03c4\u03ae\u03c2, \u039c\u03b5\u03c4\u03ac\u03c6\u03c1\u03b1\u03c3\u03b7 \u0392. \u039a\u03b1\u03c1\u03b1\u03b3\u03b9\u03ac\u03bd\u03bd\u03b7, GUTENBERG.<\/u><\/p>\n<p><u>\u00a0<\/u><\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0 Stock H. James,Watson W. Mark\u00a0 (2017), \u0395\u03b9\u03c3\u03b1\u03b3\u03c9\u03b3\u03ae \u03c3\u03c4\u03b7\u03bd \u039f\u03b9\u03ba\u03bf\u03bd\u03bf\u03bc\u03b5\u03c4\u03c1\u03af\u03b1, \u03b5\u03c0\u03b9\u03bc.: \u03a0\u03c1\u03b1\u03b3\u03b3\u03af\u03b4\u03b7\u03c2 \u0399\u03c9\u03ac\u03bd\u03bd\u03b7\u03c2-\u03a7\u03c1\u03c5\u03c3\u03cc\u03c3\u03c4\u03bf\u03bc\u03bf\u03c2, \u0395\u03ba\u03b4\u03cc\u03c4\u03b7\u03c2: \u0393. \u0394\u0391\u03a1\u0394\u0391\u039d\u039f\u03a3 &#8211; \u039a. \u0394\u0391\u03a1\u0394\u0391\u039d\u039f\u03a3 \u03ba \u03a3\u0399\u0391 \u0395\u0395.<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0\u00a0 Gujarati, D.N., \u03ba\u03b1\u03b9 Porter, D.C., (2012), \u039f\u03b9\u03ba\u03bf\u03bd\u03bf\u03bc\u03b5\u03c4\u03c1\u03af\u03b1, \u0391\u03c1\u03c7\u03ad\u03c2 \u03ba\u03b1\u03b9 \u0395\u03c6\u03b1\u03c1\u03bc\u03bf\u03b3\u03ad\u03c2, \u0395\u03ba\u03b4\u03cc\u03c4\u03b7\u03c2: \u0395\u039a\u0394\u039f\u03a3\u0395\u0399\u03a3 \u0391. \u03a4\u0396\u0399\u039f\u039b\u0391 &amp; \u03a5\u0399\u039f\u0399 \u0391.\u0395.<\/p>\n<p>&nbsp;<\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0\u00a0 Dimitrios Asteriou, Stephen Hall (2018), \u0395\u03c6\u03b1\u03c1\u03bc\u03bf\u03c3\u03bc\u03ad\u03bd\u03b7 \u039f\u03b9\u03ba\u03bf\u03bd\u03bf\u03bc\u03b5\u03c4\u03c1\u03af\u03b1, \u0395\u03ba\u03b4\u03cc\u03c3\u03b5\u03b9\u03c2 \u03a0\u03a1\u039f\u03a0\u039f\u039c\u03a0\u039f\u03a3.<\/p>\n<p>&nbsp;<\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0\u00a0 Brooks C., 2002, <em>Introductory Econometrics for Finance<\/em>, Cambridge University Press.<\/p>\n<p>&nbsp;<\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0\u00a0 Wooldridge, J. M. (2019). <em>Introductory econometrics: A modern approach<\/em>. Cengage learning.<\/p>\n<p>&nbsp;<\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0\u00a0 Zivot, E. (2017).<em> Introduction to computational finance and financial econometrics<\/em>. Chapman &amp; Hall Crc.<\/p>\n<p>&nbsp;<\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0\u00a0 Tsay, R. S. (2013). <em>Multivariate time series analysis: with R and financial applications<\/em>. John Wiley &amp; Sons.<\/p>\n<p>&nbsp;<\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0\u00a0 Tsay, R. S., &amp; Chen, R. (2018). <em>Nonlinear time series analysis<\/em> (Vol. 891). John Wiley &amp; Sons.<\/p>\n<p>&nbsp;<\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0\u00a0 Croissant, Y., &amp; Millo, G. (2018). <em>Panel data econometrics with R<\/em>. John Wiley &amp; Sons.<\/p>\n<p>&nbsp;<\/p>\n<p>&#8211;\u00a0\u00a0\u00a0\u00a0\u00a0 Baltagi, B. H. (Ed.). (2006). <em>Panel data econometrics: Theoretical contributions and empirical applications<\/em>. Emerald Group Publishing.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>&nbsp;<\/p>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>GENERAL SCHOOL SCHOOL OF ECONOMICS AND BUSINESS DEPARTMENT DEPARTMENT OF ECONOMICS AND DEPARTMENT OF ACCOUNTING AND FINANCE LEVEL OF STUDIES POSTGRADUATE LEVEL COURSE CODE \u03a0\u039c\u03a30208 SEMESTER OF STUDY 2 COURSE &hellip; <\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"pmpro_default_level":0,"footnotes":""},"categories":[91],"tags":[],"class_list":["post-10847","post","type-post","status-publish","format-standard","hentry","category-b-semester","pmpro-has-access"],"acf":[],"_links":{"self":[{"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/posts\/10847","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/comments?post=10847"}],"version-history":[{"count":1,"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/posts\/10847\/revisions"}],"predecessor-version":[{"id":10848,"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/posts\/10847\/revisions\/10848"}],"wp:attachment":[{"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/media?parent=10847"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/categories?post=10847"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/accaud.uth.gr\/en\/wp-json\/wp\/v2\/tags?post=10847"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}