Checking date: 02/05/2018

Course: 2018/2019

Financial Statistics
Study: Master in Finance (261)

Coordinating teacher: RUIZ ORTEGA, ESTHER

Department assigned to the subject: Department of Statistics

Type: Compulsory
ECTS Credits: 3.0 ECTS


Students are expected to have completed
Competences and skills that will be acquired and learning results.
Description of contents: programme
Learning activities and methodology
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40
Basic Bibliography
  • González-Rivera. Forecasting for Economics and Business. Pearson. 2013
  • R.S. Tsay. Analysis of Financial Time Series. Wiley. 2002
  • Taylor, S.J.. Modelling Financial Time Series. World Scientific Publishing. 2008
Additional Bibliography
  • Campbell, J.Y, W. Lo and A.C. MacKinlay. The Econometrics of Financial Markets. Princeton University Press, New Jersey. 1997
  • Defusco, R.A., McLeavey D.W., J.E. Pinto and D.E. Runkle. Quantitative Investment Analysis. CFA Institute, John Wiley & Sons, New Jersey. 2004

The course syllabus and the academic weekly planning may change due academic events or other reasons.