|Module Co-ordinator||Professor David McMillan|
Lectures and Seminars: 2 hrs lecture per week and 2hr computer class. 10 hrs lectures 10 computer classes 6 teaching weeks.
|Assessment||Assessment will comprise of an in-class test (25% of the module grade) and a mini project (75%, 3000 words max). The in-class test will allow students to demonstrate their knowledge of the basic topics within the module. The mini project will allow the students to demonstrate they understand the practical application of the econometric techniques to real data and that they understand how to interpret the results. This will also serve as an introduction to the techniques and style required for the dissertation.|
The aim of this module is to introduce students to empirical research methods used in finance. The module will cover the key econometric techniques used in finance research, including issues of stationarity, cointegration, volatility modelling and forecasting. This will allow the student to understand empirical research papers and arm them with the necessary tools to undertake research for their dissertation and beyond.
On completion of the module, students will be able to
Division: Accounting & Finance
This module information is representative of what is included in the module in a given year. Details of actual reading, lectures and coursework may vary year to year and will be available at the beginning of the semester.