EF5070 - Financial Econometrics | ||||||||
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| * 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 | ||||||||
| EF5070.pdf | ||||||||
Useful Links | ||||||||
| Department of Economics and Finance | ||||||||
