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Courses / Modules / MANG2075 Financial Econometrics 2

Financial Econometrics 2

When you'll study it
Semester 2
CATS points
ECTS points
Level 5
Module lead
Anita Krishnan
Academic year

Module overview

Financial Econometrics 2 builds on Financial Econometrics 1 and provides you with more skills to undertake empirical research in finance. Lectures will introduce important topics such as unit roots, stationarity, VAR models as well as a broad range of volatility models. You get also get the chance to conduct your own empirical research through EViews software in the tutorials which will take place in labs.

Linked modules

Pre-requisite: MANG2074

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