Teaching Financial Econometrics to Students Converting to Finance

Stan Hurn, Vance Martin, Peter Phillips and Jun Yu

No 2397, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: Financial econometrics is a dynamic discipline that began to take on its present form around the turn of the century. Since then it has found a permanent position as a popular course sequence in both undergraduate and graduate teaching programs in economics, finance, and business schools. Because of the breadth of the subjectÕs foundations, its extensive coverage in applications and because these courses attract a wide range of students with accompanying interests and skill sets that cover diverse areas and technical capabilities, teaching financial econometrics presents many challenges to the university educator. This chapter addresses some of these challenges, provides helpful guidelines to educators, and draws on the combined experience of the authors as teachers and researchers of modern financial econometrics as well as their recent textbook Financial Econometric Modeling (Hurn et al., 2021). The focus is on students converting to finance and econometrics with limited technical background.

Keywords: University education; econometrics; financial theory; financial data; financial industry; software implementation; teaching econometrics (search for similar items in EconPapers)
JEL-codes: A22 A23 C58 (search for similar items in EconPapers)
Pages: 44 pages
Date: 2024-05
New Economics Papers: this item is included in nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://cowles.yale.edu/sites/default/files/2024-07/d2397.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cwl:cwldpp:2397

Ordering information: This working paper can be ordered from
Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA
The price is None.

Access Statistics for this paper

More papers in Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University Yale University, Box 208281, New Haven, CT 06520-8281 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Brittany Ladd ().