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BU5066: ECONOMETRIC THEORY & DATA ANALYSIS FOR FINANCE (2016-2017)

Last modified: 16 Nov 2016 18:20


Course Overview

 

The course will provide students with understanding of and ability to apply the core econometrics theory to the analysis of financial data. Alongside the lectures, the course will include practical classes that will offer students a 'hands on' training in the use, presentation and interpretation of economic and financial data. The course will underpin the acquisition of skills that are essential component of the toolkit of a financial economist working in the private and public sector and in academia alike.

Course Details

Study Type Postgraduate Level 5
Session First Sub Session Credit Points 15 credits (7.5 ECTS credits)
Campus Old Aberdeen Sustained Study No
Co-ordinators
  • Dr Juergen Bracht

What courses & programmes must have been taken before this course?

  • Any Postgraduate Programme (Studied)

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

None.

Are there a limited number of places available?

No

Course Description

 

The course will provide students with understanding of and ability to apply the core econometrics theory to the analysis of financial data. The course will review the classical linear regression model, cover univariate time series modelling and forecasting, multivariate models, and the modelling of long-run relationships in finance.

Degree Programmes for which this Course is Prescribed

  • Master Of Science In Financial Mathematics

Contact Teaching Time

Sorry, we don't have that information available.

Teaching Breakdown


Assessment

 

 

2 hr written examination (70%); An individual assignment (30% 2000 words).

 

Resit: 2hr written examination (100%).

Formative Assessment

None.

Feedback

 

Feedback on formative assessment will be offered throughout the course during the example and computer classes and individually to students

Feedback on summative assessment will be given both in writing and by means of one-to-one discussions with students

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