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Courses / Modules / ECON6089 Financial Econometrics

Financial Econometrics

When you'll study it
Semester 1
CATS points
ECTS points
Level 7
Module lead
Jan Podivinsky
Academic year

Module overview

The module will introduce you to various topics drawn from the modern empirical finance literature and to the underlying econometric techniques used to evaluate alternative models of the dynamics of asset prices and returns. Knowledge of basic econometrics (such as that covered by ECON6068 Quantitative Economics) is a pre-requisite. Software such as EViews or R will be used to give practical illustrations. Successful completion of this module is of particular value if you intend to prepare an empirical dissertation involving financial applications as the final component of your MSc programme.