Teaching Financial Econometrics to Students Converting to Finance

Stan Hurn (), Vance Martin (), Peter Phillips and Jun Yu ()
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Stan Hurn: Queensland University of Technology
Jun Yu: University of Macau

A chapter in Teaching Econometrics, 2026, pp 49-90 from Springer

Abstract: 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 subject’s 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 throughout is on students who are converting to finance and econometrics with limited technical background.

Keywords: University education; Econometrics; Financial theory; Financial data; Financial industry; Software implementation; Teaching econometrics; A22; A23; C58 (search for similar items in EconPapers)
Date: 2026
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Working Paper: Teaching Financial Econometrics to Students Converting to Finance (2024)
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DOI: 10.1007/978-3-031-97942-2_4

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