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  4. 2018-2019
  5. Business Studies
  6. BU5565: Empirical Methods in Financial Research

BU5565: EMPIRICAL METHODS IN FINANCIAL RESEARCH (2018-2019)

Last modified: 22 May 2019 17:07


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
Term Second Term Credit Points 15 credits (7.5 ECTS credits)
Campus None. Sustained Study No
Co-ordinators
  • Dr Marc Gronwald
  • Dr Ramses Abul Naga

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.

Further Information & Notes

None.


Contact Teaching Time

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

Teaching Breakdown

More Information about Week Numbers


Details, including assessments, may be subject to change until 30 August 2024 for 1st term courses and 20 December 2024 for 2nd term courses.

Summative Assessments

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

Resit: 100% on 2 x hour written examination.

Formative Assessment

There are no assessments for this course.

Feedback

None.

Course Learning Outcomes

None.
 

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