This course provides a theoretical foundation for, and practical implementation of modern econometric techniques used in the analysis of financial data.
TOPICS COVERED:
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Foundations of econometric methodology (estimation and inference)
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Modelling financial volatility
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Value-at-risk and density forecasting
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Machine learning approaches
Webinar:
Join our free webinar to discover the courses offered in the Summer School 2025. Discover the transformative learning experience that awaits you as you enhance your expertise with immersive courses in Applied Microeconomics, Macroeconomics, and Econometrics. Led by our Academic Director, Banu Demir, this session will feature an overview of the courses from our tutors.
Date: 28 January 2026 (Wednesday)
Time: 10:00am - 11:00am (GMT)
Location: Online, via Zoom
Registration Opening Soon
Who is the Course for?
Ideal for graduate students in economics and finance, early career researchers, as well as professionals engaged in research. The course is well-suited for those seeking to understand both the econometric foundations and the methodological tools used in financial data analysis.
Choose to follow the Econometrics Pathway to deepen your knowledge of Econometrics with courses in Treatment Effect (morning session) and Financial Econometrics (afternoon session). Or mix and match, choosing different morning or afternoon sessions from our other pathways: Macroeconomics or Applied Microeconomics.
