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: 2019-20

Module will run

Occurrence Teaching cycle
A Spring Term 2019-20

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
University - closed examination
Financial Econometrics
3 hours 100

Special assessment rules

None

Reassessment

Task Length % of module mark
University - closed examination
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



The information on this page is indicative of the module that is currently on offer. The University is constantly exploring ways to enhance and improve its degree programmes and therefore reserves the right to make variations to the content and method of delivery of modules, and to discontinue modules, if such action is reasonably considered to be necessary by the University. Where appropriate, the University will notify and consult with affected students in advance about any changes that are required in line with the University's policy on the Approval of Modifications to Existing Taught Programmes of Study.