School of Economics and Finance

ECOM072 - Econometrics for Finance

Credits: 15

Module Convenor: Prof Haroon Mumtaz

The module will cover fundamental methods for the empirical analysis of financial data. Some prior knowledge of general econometrics will be assumed, and the focus will be on building an understanding of the ideas behind, and the application of, those methods that are most heavily relied upon in the empirical analysis of financial data. A majority of the topics treated will be related to empirical asset pricing and portfolio choice, although other areas of finance will also be covered.

Assessment: 80.0% Examination, 20.0% Coursework