Week 1: Introduction to financial econometrics

Week 2: Time-series and regressions

Week 3: Unit-root and ARIMA modelling

Week 4: ARDL and Introduction to ARCH/GARCH

Week 5 (No Teaching)

Week 6: Garch models

Week 7: Reading week

Week 9: Value-at-Risk

Week 10: Out-of-sample Garch and VaR

Week 11: EWMA model

Exam