This course assesses and appraises the current research issues in analysing financial data by using econometric methods. It provides you with the knowledge and skills in the theoretical and empirical study of financial data. This course evaluates how econometric methods can be applied to financial data to solve problems arising in financial markets. You will apply econometric modelling in univariate and multivariate time series financial data, analyse and forecast the financial returns and volatilities, and measure the potential financial loss in portfolios.