Study: Master in Finance (261)
Coordinating teacher: RUIZ ORTEGA, ESTHER
Department assigned to the subject: Department of Statistics
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
- % end-of-term-examination 60
- % of continuous assessment (assigments, laboratory, practicals...) 40
- 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
- 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.