Nottingham University Business School
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Financial Econometrics

Please note that the following information may be subject to change.

Module Convenor:  Getinet Haile

Module Content:
The module will provide an introduction to modern econometric techniques for modelling financial data. It covers relatively advanced econometric techniques such as dynamic panel data modelling, generalised methods of moments, multinomial models, selection models GARCH, risk measurement and continuous time models.

Module Aims:
To introduce students to modern theory and practice of financial econometrics

Module Assessment:
2 Hour Examination (70%); Group Project (5,000 words) (30%)

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Nottingham University Business School

Jubilee Campus

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667