Part I
Course Duration: 1 semester
Credit Units: 3
Level: P5
Medium of Instruction: English
Prerequisites:
EF5070 Econometrics
EF5042 Corporate Finance
EF5050 Derivates and Risk Management
EF5052 Investments
Precursors: Nil
Equivalent Courses: Nil
Exclusive Courses: Nil
Part II
Course Aims
The course aims to equip students with hands on statistical skill in using computer packages for conducting applied financial research.
Course Intended Learning Outcomes (CILOs)
Upon successful completion of this course, students should be able to:
| No. | CILOs | Weighting (if applicable) |
| 1. | Appreciate the role of econometrics in financial modelling and implementation | |
| 2. | Develop econometric models for financial analysis and business forecasting | |
| 3. | Use software packages | |
| 4. | Identify data source and retrieve data for financial research | |
Teaching and Learning Activities (TLAs)
(Indicative of likely activities and tasks designed to facilitate students’ achievement of the CILOs. Final details will be provided to students in their first week of attendance in this course)
| CILO No. | TLAs | Hours/week
(if applicable) |
| CILO 1-4 | Lecture, lab session, exercises, project | |
| | | |
Assessment Tasks/Activities
(Indicative of likely activities and tasks designed to assess how well the students achieve the CILOs. Final details will be provided to students in their first week of attendance in this course)
| CILO No. | Type of Assessment Tasks/Activities | Weighting
(if applicable) | Remarks |
| CILO 1-4 | Exercise, project | | |
| | | | |
Assessment Method
Coursework : 100%
Grading of Student Achievement: Refer to Grading of Courses in the Academic Regulations (Attachment) and to the Explanatory Notes.
Part III
Keyword Syllabus
Basics; Regression; Portfolio analysis; Categorical analysis.