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.

One final examination on concepts and analytics of financial time series and on R programming examples of financial time series analysis, demonstrating students' ability to model linear time series models, evaluate model adequacy, build time-varying conditional models, detect structural changes in the mean and variance processes, etc.

Students are not allowed to use Generative Artificial Intelligence Tools in the final examination.