Module Convenor: Dr Panagiotis Koutrompis
This module provides an introduction to applied econometrics to financial problems. The material is presented through detailed examples with associated data and software and hence should prove useful and interesting to students whether or not they have some prior exposure to econometrics. Basic statistical tools needed for understanding and using financial models are introduced and explained.
Assessment: 80.0% Examination, 20.0% Coursework