Joint-honours information for 2017 entry

Financial Econometrics

Module N1611

Module details for 2017/18.

15 credits

FHEQ Level 6

Module learning outcomes

Describe and analyze the main distributional features of financial data.

Explain appropriate specification, estimation and testing of asset pricing models.

Discuss and evaluate the need for volatility models for financial returns.

Develop transferable research and analytical skills, critical thinking and technical abilities in data analysis.

TypeTimingWeighting
Unseen ExaminationSemester 1 Assessment70.00%
Coursework30.00%
Coursework components. Weighted as shown below.
ProjectT1 Week 11 100.00%
Timing

Submission deadlines may vary for different types of assignment/groups of students.

Weighting

Coursework components (if listed) total 100% of the overall coursework weighting value.

TermMethodDurationWeek pattern
Autumn SemesterSeminar1 hour11111111111
Autumn SemesterLecture2 hours11111111111

How to read the week pattern

The numbers indicate the weeks of the term and how many events take place each week.

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