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BU5565: EMPIRICAL METHODS IN FINANCE RESEARCH (2019-2020)

Last modified: 25 Sep 2019 09:58


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 Aberdeen Sustained Study No
Co-ordinators
  • Dr Marc Gronwald

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 Master Of Science In International Finance (Studied) or MSc (Econ) in Finance and Investment Management (Includes Cfa Exam) (Studied) or Master Of Science In International Finance (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.


Contact Teaching Time

Information on contact teaching time is available from the course guide.

Teaching Breakdown

  • 2 Computer Practicals during University weeks 26 - 28, 30 - 32
  • 1 Lecture during University weeks 25 - 32

More Information about Week Numbers


Summative Assessments

Exam

Assessment Type Summative Weighting 80
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Learning Outcomes
Knowledge LevelThinking SkillOutcome
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Report: Individual

Assessment Type Summative Weighting 20
Assessment Weeks Feedback Weeks

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Learning Outcomes
Knowledge LevelThinking SkillOutcome
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Formative Assessment

There are no assessments for this course.

Course Learning Outcomes

Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

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