MSc Finance - Statistics & Econometrics

Statistics & Econometrics

Lecturer: Darryl Holden

Contact Hours: 18
Assessment: 100% final exam

Class Aims

The aims of this class are (i) build on the knowledge of regression analysis acquired in the statistics class, and (ii) to look at further applications of regression in finance.

Learning Outcomes

• Subject specific knowledge and skills
  On completing this class you will be able to:
• Understand the relationship between assumptions and outcomes when discussing regression estimators;
• Understand when a set of data might be described as "unhelpful";
• Undertake event studies in testing the efficient market hypotheses.


• Cognitive abilities and non-subject specific skills
  During the course you will develop:
• Deepen your appreciation of the relationship between theoretical statistics and real world data;
• Develop your ability to model quantitative relationships.