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BU5565: EMPIRICAL METHODS IN FINANCIAL RESEARCH (2016-2017)

Last modified: 16 Nov 2016 17:55


Course Overview

This course aims to provide students with the quantitative skills to undertake extended investigation of financial data and assist in financial decision making. It introduces various standard time series techniques such as univariate and multivariate time series modelling, unit root tests, and volatility modelling. Particularly emphasis is on intuitive discussions of the methods, and practical examples and applications are also included.

Course Details

Study Type Postgraduate Level 5
Session Second Sub Session Credit Points 15 credits (7.5 ECTS credits)
Campus None. Sustained Study No
Co-ordinators

Sorry, we don't have a record of any course coordinators.

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

  • Any Postgraduate Programme (Studied)
  • One of MRes Applied Economics (Studied) or MRes Finance (Studied) or MSc Applied Economics (Studied) or MSc (Econ) in Finance and Investment Management (Studied) or Msc (Econ) In Finance & Investment Management (Ueh Vietnam) (Studied) or MSc (Econ) in Finance and Investment Management (Includes Cfa Exam) (Studied) or Master Of Science In Financial Mathematics (Studied)

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

Are there a limited number of places available?

No

Course Description

The course will develop quantitative skills by focusing on key concepts and techniques used in the econometric analysis of financial data. From this framework the course aims to extend students' capacity to evaluate and analyse financial data.

Further Information & Notes

None.

Degree Programmes for which this Course is Prescribed

  • MRes Finance
  • MSc (Econ) in Finance and Investment Management
  • MSc (Econ) in Finance and Investment Management (Includes Cfa Exam)
  • Master Of Science In Financial Mathematics
  • Msc (Econ) In Finance & Investment Management (Ueh Vietnam)

Contact Teaching Time

62 hours

This is the total time spent in lectures, tutorials and other class teaching.

Teaching Breakdown


Assessment

2 hour written examination (80%); individual project report 2000 words (20%).

Resit: 100% on 2 x hour written examination.

Formative Assessment

None.

Feedback

None.

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