Aims and Fit of Module

The goal of this module is to provide students with a solid foundation in the econometric techniques for the quantitative analysis of financial data. The students will acquire “hands on” training in the use, presentation and interpretation of financial data, select and estimate commonly adopted financial models, apply inferential techniques commonly employed in econometrics for finance, and understand the limitations of such techniques.

Learning outcomes

A. Review and assess financial econometrics tools. 

B. Apply econometrics tools to financial problems and derive relevant economic implications based on the tools. 

C. Use statistical analysis packages to solve financial applications. 

D. Critically evaluate academic literature in the field of financial econometrics. 

Method of teaching and learning

The module will be taught using a combination of lectures, seminars and computer applications.