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Courses / Modules / MANG2074 Financial Econometrics 1

Financial Econometrics 1

When you'll study it
Semester 1
CATS points
15
ECTS points
7.5
Level
Level 5
Module lead
Anita Krishnan

Module overview

Financial Econometrics 1 provides you with the necessary skills to undertake quantitative research in finance. Lectures will introduce a broad range of topics (e.g. regression). However, you will discover that by understanding and applying some basic concepts various issues can be analysed in a similar manner. In particular, we will introduce basic theoretical concepts developed in statistics and econometrics. Understanding the main theoretical methods is essential to appreciate the analytical tools and their applications to finance. Tutorials take place in labs where you will be able to conduct your own research via the software EViews. The module introduces empirical methods used in finance and is a prerequisite for Financial Econometrics 2 in the 2nd semester.

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