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BU5565: EMPIRICAL METHODS IN FINANCE RESEARCH (2020-2021)

Last modified: 27 Jul 2020 14:30


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 Filipa Alexandra da Silva Fernandes

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

  • 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)
  • Any Postgraduate Programme (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

  • 1 Science Laboratory during University weeks 28, 32
  • 1 Workshop during University weeks 27, 27 - 28, 31, 31 - 32

More Information about Week Numbers


In light of Covid-19 and the move to blended learning delivery the assessment information advertised for courses may be subject to change. All updates for first-half session courses will be actioned no later than 1700 (GMT) on 18 September 2020. All updates for second half-session courses will be actioned in advance of second half-session teaching starting. Please check back regularly for updates.

Summative Assessments

1500 word report 30%

One week assignment 70%

 

Resit: one week assignment 100%

Formative Assessment

There are no assessments for this course.

Course Learning Outcomes

Knowledge LevelThinking SkillOutcome

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