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Module APPLIED FINANCIAL ECONOMETRICS

Module code: FN620
Credits: 5
Semester: 1
Department: BUSINESS
International: No
Overview Overview
 

This module introduces the key concepts of Financial Econometrics with an emphasis on the application of statistical techniques to analyse relationships between financial variables. The module covers the theoretical underpinnings of regression analysis, hypothesis testing and specification testing. Students will then apply different estimation methods and learn time series econometric methods that are used in many finance applications. We use GRETL (free econometric software) and real-world data from the Bloomberg terminals to implement the theory and estimate, interpret and critically evaluate econometric relationships.

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