Module Catalogues

Econometrics for Finance

Module Title Econometrics for Finance
Module Level Level 4
Module Credits 5.00
Academic Year 2021/22
Semester SEM1

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. Select the appropriate econometric tools to model financial problems and derive proper conclusion from the empirical analysis of financial data.
B. Motivate properly and clearly the adoption of a financial theory and econometric techniques to solve a financial problem.
C. Mindfully apply econometric tools to financial problems.
D. Use statistical analysis packages to solve financial applications.
E. Critically evaluate academic literature in the field of econometrics for finance.

Method of teaching and learning

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