ECON3007J Econometrics of Financial Mark

Academic Year 2023/2024

This module will analyse financail markets using advanced statistical methods. This course will assume that students have a good knowledge of basic econometrics as presented in ECON 3002J. Topics covered will include AR and MA processes, cointegration, ECM, ARCH models etc.

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Curricular information is subject to change

Learning Outcomes:

Following the course students will be able to analyse financial markets, generate forcasts and test competing theories from Coprorate Finance, Asset Pricing and International Finance.

Student Effort Hours: 
Student Effort Type Hours
Lectures

24
Computer Aided Lab

20
Autonomous Student Learning

60
Total

104
Approaches to Teaching and Learning:
Lectures and computer labs. 
Requirements, Exclusions and Recommendations

Not applicable to this module.


Module Requisites and Incompatibles
Required:
BDIC1047J - English for Uni Studies BDIC, BDIC1048J - English Gen Acad Purposes BDIC, BDIC2007J - English for Spec Acad Purposes, BDIC2015J - Acad Wrt & Comm Skills

Incompatibles:
ECON30540 - Advd Econometrics: Time Series


 
Assessment Strategy  
Description Timing Open Book Exam Component Scale Must Pass Component % of Final Grade
Continuous Assessment: Midterm, paper, quizzes Unspecified n/a Alternative linear conversion grade scale 40% No

50
Examination: Written Final Exam 2 hour End of Trimester Exam No Alternative linear conversion grade scale 40% No

50

Carry forward of passed components
No
 
Remediation Type Remediation Timing
In-Module Resit Prior to relevant Programme Exam Board
Please see Student Jargon Buster for more information about remediation types and timing. 
Feedback Strategy/Strategies

• Group/class feedback, post-assessment

How will my Feedback be Delivered?

Throughout the year students will get feedback during their lab session. For the midterm and final they will be given a solution and have a chance to discuss their performance with the lecturer.

Name Role
Olivia Finan Tutor
Timetabling information is displayed only for guidance purposes, relates to the current Academic Year only and is subject to change.
 

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