THE UNIVERSITY OF KENT 
BUSN5032 - Financial Econometrics 
Final Examination Guide and Notes 2023 
 
Part 01. Revision Notes 
Part 02. Sample Final Examination Paper 
Part 03. Suggested Solutions to Final Exam Paper 
Part 04. Final Examination - Hints and Tips 
 
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University of Kent - BUSN5032: Financial Econometrics

£35.00

ACADEMIC YEAR 2023 - 2024

University	University of Kent
Study Level	Undergraduate
Module Code	BUSN5032
Module Name	Financial Econometrics
Notes Title	Final Examination Guide and Notes
Page Length	76

BUSN5032: Financial Econometrics at the University of Kent - Final Examination Guide and Notes 2023 is invaluable for teaching yourself the module from the first day of class until your last review before the exam. This comprehensive and easy-to-understand set of notes covers all lecture content and examinable topics for the module. It also offers vital information on exam format, what will be on the exam, and key concepts you should focus your studies on. As soon as sample exams are made available, you will be exposed to the types of questions you are expected to tackle. You can use these notes as a reference to better understand the module's content and improve your grades in the final examination.

BUSN5032

This module, Financial Econometrics - is designed to equip students with a solid understanding of the basic econometric tools frequently used in empirical finance literature. The module enhances students' IT skills, enabling them to implement sophisticated statistical techniques to model, analyse, and forecast financial data using Eviews, an econometric software. It also improves their ability to critically evaluate the use of econometrics in academic finance literature.

Main topics covered:

Dummy variables in linear regression models
Time series models (ARIMA models)
Forecasting
Unit root tests
Simulation analysis

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University of Kent - BUSN5032: Financial Econometrics

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