Aims and Fit of Module

This module equips students with the theoretical foundations and practical skills of financial data analysis. Students will gain expertise in applying econometric models to solve real-world problems in the financial realm. The curriculum emphasizes the implementation of relevant time series methods and the critical evaluation of empirical findings.

Learning outcomes

A. Grasping the theoretical foundations of financial econometrics


B. Applying appropriate econometric methodologies to analyze financial data


C. Utilizing econometric techniques to tackle real-world problems in the financial realm


D. Developing proficiency in utilizing econometric software for empirical analysis

Method of teaching and learning

This module will be delivered through lectures, which will equip students with a solid theoretical foundation in financial econometrics, and tutorials, in which students will gain practical experience in conducting empirical analyses.