Browse Hierarchy ECOM073: Topics in Financial Econometrics

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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.

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