This module is not currently running in 2024 to 2025.
The aim of the module is to give the students a comprehensive introduction and overview of theoretical and practical aspects of financial econometrics. This module ensures that students have a solid foundation in statistical inference and econometrics with particular emphasis on the special features that are prevalent in quantitative finance.
Only available to students on programmes owned by The School of Engineering and Digital Arts
See the library reading list for this module (Canterbury)
Show a systematic knowledge and critical understanding of principles of Statistics applicable to Finance indicated in the syllabus;
Show a comprehensive understanding of a range of complex Econometrics models applicable to Finance;
Develop computational programs which apply Econometrics models to real-world financial data.
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