Last modified: 22 May 2019 17:07
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.
|Session||Second Sub Session||Credit Points||15 credits (7.5 ECTS credits)|
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.
Information on contact teaching time is available from the course guide.
2 hour written examination (80%); individual project report 2000 words (20%).
Resit: 100% on 2 x hour written examination.
There are no assessments for this course.