Teaching

Empirical Methods in Finance (EMF) if a fourth year honours course and a second semester MSc course designed to give students a thorough introduction to advanced methods in quantitative finance and financial econometrics.

The second part of the course is supported by the following podcasts:

Podcasts for EMF:

Univariate Autoregressive Models -- Slides

Unit Root Tests and Structural Breaks -- Slides

Single Equation Models of Cointegration -- Slides

Stationary Vector Autoregressive Processes -- Slides

Vector Error Correction Models -- Slides

Introduction to Volatility Modelling -- Slides Extras 1, Extras 2

Advanced Topics in Volatility Modelling -- Slides