Econometrics & Data Analytics

This course is designed to give students an understanding of the basic tools for the statistical and econometric analysis of financial data. A good grounding in Statistics will enable students to develop empirical tests and estimate econometric models that can be used, for instance, in asset pricing, forecasting and risk estimation. The course has an applied emphasis and so the students will be given a good grounding on how to use econometric software to conduct formal statistical analysis of real world financial issues. Upon completion of the course, participants are expected to acquire an in-depth and practical understanding of the basic tools for empirical modelling and statistical inference in Financial Markets. To assess critically the current state-of-the-art of empirical research in a range of topics in Finance. To develop the practical skills required to carry out research in Financial Markets using standard econometric software.