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EF4822 - Financial Econometrics

Offering Academic Unit
Department of Economics and Finance
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
Course Offering Term*:
Semester B 2024/25

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

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


Assessment (Indicative only, please check the detailed course information)
Continuous Assessment: 50%
Examination: 50%
Examination Duration: 2 hours
 
Detailed Course Information
EF4822.pdf