Master of Science in International Banking and Finance

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Course Structure

IBF604 Financial Econometrics

Course Description:
This course provides an intensive introduction of basic principles of econometric analysis that will help students understand finance theories and their empirical applications. In addition, it also equips students with appropriate econometrics techniques and software skills for doing applied economic and financial research. The emphasis will be on developing and applying regression-based techniques in both cross-sectional and time-series contexts.