Module Identifier | PGM0730 | ||||||||||||||
Module Title | DATA ANALYSIS AND QUANTITATIVE TECHNIQUES | ||||||||||||||
Academic Year | 2006/2007 | ||||||||||||||
Co-ordinator | Professor Owain M Ap Gwilym | ||||||||||||||
Semester | Semester 2 (Taught over 2 semesters) | ||||||||||||||
Other staff | Dr Mark J Rhodes, Dr Graeme A M Davies | ||||||||||||||
Course delivery | Lecture | 36 Hours. | |||||||||||||
Practical | 10 Hours. | ||||||||||||||
Assessment |
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Part B: Quantitive techniques
Event study methodology
High frequency data analysis
Efficiency frontier models
Limited dependent variable models
Performance measurement
Vector Augoregression (VAR) Analysis and the Johansen ML Procedure
Autoregressive Distributed Lag Models - Cointegration
This module is at CQFW Level 7