ECON3007J Econometrics of Financial Mark

Academic Year 2022/2023

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:
BDIC1036J - College English 3, BDIC1036J - College English 3, BDIC1037J - College English 4, BDIC1037J - College English 4, 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.