Browse Hierarchy ECOM073: Topics in Financial Econometrics
The module will reaffirm the student's understanding of the classical techniques of regression analysis, which will be extended to encompass financial data modelling. The module will also cover the techniques of time series modelling. It will begin by analysing classical linear stochastic models that are formulated in discrete time. It will proceed to analyse models in continuous time that are a feature of modern financial analysis.
Lists linked to Topics in Financial Econometrics
Title Sort by title | Year | Last updated Sort by last updated |
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ECOM073 - Topics in Financial Econometrics - 2023/24 | 2023-2024 Academic Year | 23/11/2023 15:18:16 |