EF5070 - Financial Econometrics

Offering Academic Unit
Department of Economics and Finance
Credit Units
Course Duration
One semester
Course Offering Term*:
Semester A 2022/23

* The offering term is subject to change without prior notice
Course Aims

This course aims to equip students with financial econometric methods to analyse time series in the respect of risk and return, and volatility modelling and risk management. Students are expected to gain practical experience in analysing financial and macroeconomic data.

Assessment (Indicative only, please check the detailed course information)

Continuous Assessment: 60%
Examination: 40%
Examination Duration: 2 hours
Detailed Course Information


Useful Links

Department of Economics and Finance