| Unit name | Quantitative Methods for Finance and Investment |
|---|---|
| Unit code | EFIMM0005 |
| Credit points | 15 |
| Level of study | M/7 |
| Teaching block(s) |
Teaching Block 1 (weeks 1 - 12) |
| Unit director | Dr. David Pacini |
| Open unit status | Not open |
| Pre-requisites |
None |
| Co-requisites |
None |
| School/department | School of Accounting and Finance - Business School |
| Faculty | Faculty of Social Sciences and Law |
An introduction to econometrics and time series techniques concentrating on those used in finance and investment . This will assist students in the understanding of applied studies in finance and prepare them for a range of optional units in the Spring Term and their dissertation in the summer. Students should be able to understand and use fundamental ideas in linear regression and apply these to panel data, limited dependent variable models, time series and volatility modelling.
Students should be able to understand and use fundamental ideas in linear regression and apply these to panel data, limited dependent variable models, time series and volatility modelling.
16 hours of lectures, 4 exercise lectures, 5 tutorials
3 Hour exam will assess all learning outcomes.
The exam will contain questions which in order to answer correctly, students will have to be able to understand and use fundamental ideas in linear regression and apply these to panel data, limited dependent variable models, time series and volatility modelling.
Ashenfelter O.(2003), P.B. Levine & D.J. Zimmerman, Statistics and Econometrics: Methods and Applications, New York, Wiley Brooks C. (2008) Introductory Econometrics for Finance Cambridge University Press Koop Gary (2005) Analysis of Financial Data New York, Wiley Stock, J. H. and M.W. Watson (2008) Introduction to Econometrics, Pearson Education, Inc.
