Financial Econometrics - MAN00036H
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- Department: The York Management School
- Module co-ordinator: Dr. Adriana Cornea-Madeira
- Credit value: 20 credits
- Credit level: H
-
Academic year of delivery: 2021-22
Related modules
Module will run
Occurrence |
Teaching period |
A |
Spring Term 2021-22 |
Module aims
Subject content aims:
- To develop theoretical and practical knowledge of financial econometrics
- To develop the ability to interpret regression output and hypothesis testing
- To become familiar with different stochastic processes and different estimation methods
Wider aims:
- To learn and improve one’s analytical skills through rigorous econometric reasoning
Module learning outcomes
Subject content
- Demonstrate an understanding of regression analysis and hypothesis testing
- Explain and contrast key features of different econometric techniques
- Demonstrate an understanding of the defining characteristics of various types of stochastic processes
- Interpret and critically evaluate estimation results and hypothesis test results
Academic and graduate skills
- Critically assess the assumptions of econometric models, hypothesis tests and estimation methods
- Make rigorous decisions about choice of models used with financial data
Assessment
Task |
Length |
% of module mark |
Online Exam -less than 24hrs (Centrally scheduled) Financial Econometrics |
3 hours
|
100 |
Special assessment rules
None
Reassessment
Task |
Length |
% of module mark |
Online Exam -less than 24hrs (Centrally scheduled) Financial Econometrics |
3 hours
|
100 |
Module feedback
In line with TYMS policy.
Indicative reading
Brooke C (2014). Introductory Econometrics to Finance, 3rd edition, Cambridge University Press