Econometrics for Finance

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Credits

20

Module code

BU52017

The module provides you with an intuitive grasp of the theoretical concepts and basic skills required to estimate and interpret economic models. In particular, it will allow you to apply statistical techniques to problems in finance by (i) translating theoretical models into an empirically implementable form; (ii) analysing statistical data; and (iii) interpreting econometric results. The module also provides you with an overview of the empirical methods used by financial academics and professionals in the analysis of financial asset prices.


* Requires prior knowledge of econometrics.