Module Catalogues

Financial Econometrics

Module Title Financial Econometrics
Module Level Level 3
Module Credits 5.00
Academic Year 2021/22
Semester SEM1

Aims and Fit of Module

The aim of this module is to introduce students to the theory and practice of financial data analysis and the application of econometric models to derive practical conclusions. To this end, students will learn to implement appropriate time series methods, use statistical software, and critically interpret modelling results.

Learning outcomes

A. Understand which econometric method is most relevant in analyzing specific financial problems
B. Acquire a working understanding of time series analysis, especially when applied to financial markets
C. Be able to analyze financial data and interpret results
D. Possess technical expertise in econometric software

Method of teaching and learning

This module will be taught based on lectures, in which students will learn about financial econometrics theory, and tutorials, where students will gain practical experience in utilizing computer software. In addition, tutorials will also be used to solve exercises, which students have worked on at home.