Course level

Undergraduate

Faculty

Business, Economics & Law

School

Economics School

Units

2

Duration

One Semester

Class hours

Lecture 2 Hours/ Week

Incompatible

ECON4390

Prerequisite

ECON3350

Course enquiries

Prof R. Strachan

This course is not currently offered, please contact the school.

Course description

This course aims at giving an introduction to various aspects of financial econometrics. Characteristics of financial data will be studied and several major econometric models used in finance will be surveyed. Students will learn how to concretely treat and analyse financial data, will be introduced to some of the major tools used in both in the literature and by practitioners.

Archived offerings

Course offerings Location Mode Course Profile
Semester 2, 2021 (26/07/2021 - 20/11/2021) St Lucia Internal Course Profile
Semester 2, 2021 (26/07/2021 - 20/11/2021) External External Course Profile
Semester 2, 2019 (22/07/2019 - 16/11/2019) St Lucia Internal Course Profile
Semester 2, 2018 (23/07/2018 - 17/11/2018) St Lucia Internal Course Profile
Semester 2, 2017 (24/07/2017 - 18/11/2017) St Lucia Internal Course Profile
Semester 2, 2016 (25/07/2016 - 19/11/2016) St Lucia Internal Course Profile
Semester 2, 2015 (27/07/2015 - 21/11/2015) St Lucia Internal Course Profile