The aim of this module is to provide first year PhD students, registered for a PhD in either Finance or Econometrics in Essex Business School, with an up-to-date and rigorous introduction to a range of state-of-the art methods used in the published financial econometrics literature. The module aims to introduce students to the core methodology and empirical practice of modern financial econometrics. This will involve developing relevant statistical and mathematical skills, together with the ability to apply these methods to real data using industry-standard software and to interpret their results.
- Module Supervisor: Robert Taylor
Category: Postgraduate