BU5565: EMPIRICAL METHODS IN FINANCE RESEARCH (2022-2023)

Last modified: 31 Jul 2023 11:19

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	Aberdeen	Sustained Study	No
Co-ordinators	Dr Filipa Alexandra da Silva Fernandes

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

Any Postgraduate Programme (Studied)
One of MRes Applied Economics or MRes Finance or MSc Applied Economics or () or Msc (Econ) In Finance & Investment Management (Ueh Vietnam) or Master Of Science In International Finance or Master Of Science In Financial Technology or MSc (Econ) in Finance and Investment Management (Includes Cfa Exam) or Master Of Science In International Finance (Includes Cfa Exam) or Master Of Science In Financial Mathematics

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

BU5546 Empirical Methods in Finance Research (Studied)
BU5562 Empirical Methods in Energy Economics (Studied)

Are there a limited number of places available?

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

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

Alternative Assessment

1,500-word individual report (25%)

2-hour exam (75%)

Alternative Resit Assessment

2-hour exam (100%)

Formative Assessment

There are no assessments for this course.

Course Learning Outcomes

Knowledge Level	Thinking Skill	Outcome
Factual	Remember	ILO’s for this course are available in the course guide.