Course Description
This course provides practical training in financial econometrics with a strong emphasis on real-world financial data analysis. Students will learn how to model and forecast asset returns, analyse volatility, test financial theories, and conduct event studies using actual market datasets. Emphasis is placed on hands-on problem-solving through the use of statistical software, enabling students to apply econometric techniques to contemporary issues in investment analysis, risk management, and financial decision-making. By engaging with real datasets and industry-standard tools, students will develop the technical and analytical skills necessary to interpret financial data, assess model performance, and draw informed conclusions. This course is especially valuable for students planning to pursue careers in asset management, quantitative finance, financial research, or graduate studies in finance and economics.