BE356-7-SP-CO:
Financial Modelling
PLEASE NOTE: This module is inactive. Visit the Module Directory to view modules and variants offered during the current academic year.
2024/25
Essex Business School
Colchester Campus
Spring
Postgraduate: Level 7
Inactive
20
26 June 2023
Requisites for this module
(none)
(none)
(none)
(none)
(none)
MSC L11412 Financial Econometrics
<p>This module provides an introduction to some core topics in financial econometrics that are useful in financial research.
It is a technical course that will only suit students with a good background in econometrics who are comfortable with technical material including some matrix algebra. If you do not have this background you will struggle with the assessment. While practically oriented, it does involve some theoretical econometrics.</p>
The aims of this module are:
- To enable students to acquire the skills and techniques necessary to understand and critically evaluate the research areas covered.
- To enable students to develop and apply a subset of those skills and techniques in coursework.
No information available.
By the end of this module, students will be expected to be able to:
- Understand and apply the following methods: OLS, hypothesis testing techniques, VARs, SUR, ARCH, GARCH and HAR, non-stationarity and cointegration, tests of the EMH, predictability of asset returns, long-horizon regressions, time variation in returns, point and density forecasting and forecast evaluation.
- Be familiar with econometric software (primarily EViews) and be able to implement financial applications.
Skills for Your Professional Life (Transferable Skills)
This module will deliver skills that will be useful in your future professional life including:
- Written Communication (through coursework).
- Research Skills (a key objective in this module).
- Critical Thinking.
- Digital and Technical Fluency (using econometric software).
- Data and Analytics.
The main learning and teaching methods are the lectures and classes. There are additional contact hours with lecturers outside the classroom available to students.
This module does not appear to have a published bibliography for this year.
Assessment items, weightings and deadlines
| Coursework / exam |
Description |
Deadline |
Coursework weighting |
Exam format definitions
- Remote, open book: Your exam will take place remotely via an online learning platform. You may refer to any physical or electronic materials during the exam.
- In-person, open book: Your exam will take place on campus under invigilation. You may refer to any physical materials such as paper study notes or a textbook during the exam. Electronic devices may not be used in the exam.
- In-person, open book (restricted): The exam will take place on campus under invigilation. You may refer only to specific physical materials such as a named textbook during the exam. Permitted materials will be specified by your department. Electronic devices may not be used in the exam.
- In-person, closed book: The exam will take place on campus under invigilation. You may not refer to any physical materials or electronic devices during the exam. There may be times when a paper dictionary,
for example, may be permitted in an otherwise closed book exam. Any exceptions will be specified by your department.
Your department will provide further guidance before your exams.
Overall assessment
Reassessment
Module supervisor and teaching staff
Dr Lazaros Symeonidis, email: l.symeonidis@essex.ac.uk.
Dr Lazaros Symeonidis and Prof Simon Price
ebspgtad@essex.ac.uk
No
No
Yes
Dr Aris Kartsaklas
Brunel University London
Senior Lecturer
Available via Moodle
Of 31 hours, 22 (71%) hours available to students:
9 hours not recorded due to service coverage or fault;
0 hours not recorded due to opt-out by lecturer(s).
Disclaimer: The University makes every effort to ensure that this information on its Module Directory is accurate and up-to-date. Exceptionally it can
be necessary to make changes, for example to programmes, modules, facilities or fees. Examples of such reasons might include a change of law or regulatory requirements,
industrial action, lack of demand, departure of key personnel, change in government policy, or withdrawal/reduction of funding. Changes to modules may for example consist
of variations to the content and method of delivery or assessment of modules and other services, to discontinue modules and other services and to merge or combine modules.
The University will endeavour to keep such changes to a minimum, and will also keep students informed appropriately by updating our programme specifications and module directory.
The full Procedures, Rules and Regulations of the University governing how it operates are set out in the Charter, Statutes and Ordinances and in the University Regulations, Policy and Procedures.