Section: Week 12 (Wednesday 10 April) | ECOM073 - Topics in Financial Econometrics - 2023/24

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Latest announcements

19 May 2024, 10:11 PM
Liudas Giraitis
Preparation for ECOM073 exam
9 April 2024, 7:55 PM
Liudas Giraitis
ECOM073 Topics in Financial Econometrics. Week 12, Wednesday 10 April
2 April 2024, 6:29 PM
Liudas Giraitis
ECOM073 Topics in Financial Econometrics. Week 11, Wednesday 3 April
25 March 2024, 9:11 PM
Liudas Giraitis
ECOM073 Midterm test Wednesday 27, 9-10am
21 March 2024, 4:38 PM
Claudio Vallar
office hours

Module Info

Core Information

Code: ECOM073

Level: 7

Credit Value: 15

Semester: B

Teaching

Module Convenor

Liudas Giraitis

l.giraitis@qmul.ac.uk

Location: GC403

Office Hours: Friday 2-4pm

Teaching Assistant

Claudio Vallar

c.vallar@qmul.ac.uk

Office Hours: Please email me (c.vallar@qmul.ac.uk) to arrange an office hour in person or online

Schedule

Module timetable

Section outline

This week we would like you to complete:
Attend the Lecture.
Study the Lecture 9, 8 material and handout
Attempt the Tutorial 8
Discuss preparation for the final exam
Content topics for this week include: GARCH, Seasonal models, VAR models
- Select activity Lecture 8 shown material
  
  Lecture 8 shown material File
  
  7.2 MB
- Select activity Lecture 8 handout
  
  Lecture 8 handout File
  
  6.5 MB
- Select activity Info on the preparation for the final exam ECOM073 2024
  
  Info on the preparation for the final exam ECOM073 2024 File
  
  15.0 KB
- Select activity Tutorial 8
  
  Tutorial 8 Folder
- Select activity Tutorial 8: Video Recording
  
  Tutorial 8: Video Recording Page