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Teaching

ECON308 Quantitative Financial Economics

The aim of this module is to provide a through overview of main topics in modern financial economics. These include decision-making under uncertainty, portfolio selection, pricing financial assets and state contingent claims, as well as forecasting asset return and volatility from historical data.

ECON311 Time Series Econometrics

The aim of this module is to give students an understanding of econometric time series methodology. The module will build upon the materials of ECON212 Basic Econometrics. Important extensions include volatility models of financial time series and multivariate (multiple equations) models such as vector error correction and related cointegrating error correction models.

ECON920 Applied Macroeconometrics

Modules for 2024-25

METHODS OF ECONOMIC INVESTIGATION 1: TIME SERIES ECONOMETRICS

Module code: ECON311

Role: Module Co-ordinator

QUANTITATIVE FINANCIAL ECONOMICS

Module code: ECON308

Role: Module Co-ordinator

Supervised Theses