Key information
- Faculty
- Faculty of Engineering Sciences
- Teaching department
- Ïã¸ÛÁùºÏ²Ê School of Management
- Credit value
- 15
- Restrictions
-
This module is restricted to students on the MSc Finance programme (TMSFINSING01).
- Timetable
-
Alternative credit options
There are no alternative credit options available for this module.
This course builds on Financial Econometrics and aims to deliver an overview of the state-of- the art econometric methods used by researchers and practitioners in the empirical analysis of financial data. The main focus of the course is on time series methods, i.e., the analysis of data measured over time and at different frequencies, with the goal of building models explaining the dynamic evolution of economic and financial data over time. Important applications will focus on risk management and on forecasting.
Module deliveries for 2024/25 academic year
Intended teaching term:
Term 2 ÌýÌýÌý
Postgraduate (FHEQ Level 7)
Teaching and assessment
- Mode of study
- In person
- Methods of assessment
-
60%
Exam
40%
Coursework
- Mark scheme
-
Numeric Marks
Other information
- Number of students on module in previous year
-
150
- Module leader
-
Professor Raffaella Giacomini
- Who to contact for more information
- mgmt-postgraduate@ucl.ac.uk
Last updated
This module description was last updated on 19th August 2024.
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