Time Series Analysis and Forecasting (MSIN0106)

Key information

Faculty: Faculty of Engineering Sciences
Teaching department: 果冻影院 School of Management
Credit value: 15

Restrictions: This module is restricted to students on the MSc Finance programme (TMSFINSING01).
Timetable

Alternative credit options

There are no alternative credit options available for this module.

Description

This course builds on Financial Econometrics and aims to deliver an overview of the state-of- the art econometric methods used by researchers and practitioners in the empirical analysis of financial data. The main focus of the course is on time series methods, i.e., the analysis of data measured over time and at different frequencies, with the goal of building models explaining the dynamic evolution of economic and financial data over time. Important applications will focus on risk management and on forecasting.

Module deliveries for 2024/25 academic year

Intended teaching term: Term 2 听听听 Postgraduate (FHEQ Level 7)

Teaching and assessment

Mode of study: In person
Methods of assessment: 60% Exam

40% Coursework
Mark scheme: Numeric Marks

Other information

Number of students on module in previous year: 150
Module leader: Professor Raffaella Giacomini
Who to contact for more information: mgmt-postgraduate@ucl.ac.uk

Last updated

This module description was last updated on 8th April 2024.

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Important information

The catalogue has been updated with key information about the modules that will run during the 2024/25 academic session. Current and prospective students can browse through the catalogue to consider possible module choices for the coming year.

Please note,听information in the catalogue is听subject to change as teaching and assessment arrangements for 2024/25 may need to be adjusted in line with the University's Feedback and Assessment principles and operating model.

Centrally managed exam durations will be provided on students' individual exam timetables. Arrangements for locally managed exams and in-class activity will be confirmed by the teaching department for the module.

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