Masters Programme in Finance, UWE

Department of Accounting, Economics & Finance
Bristol Business School,
University of the West of England, Bristol

Quantitative Research Methods for Finance

Module Leader: Paul Dunne
Lecturers: Paul Dunne

This page contains links to information in Adobe pdf format. If you do not have Adobe Acrobat Reader on your computer, download it from here

STOP PRESS: Page under construction

A provisional reading list is here

  1. Doing a dissertation presentation here, handbook (0910) with more detail here, and MSc Finance specific notes here.
  2. Doing econometrics here
  3. Doing an applied research project here.
  4. Research Methodology here; further notes here and readings here
  5. Statistics here 
  6. Correlation here 
  7. Ordinary Least Squares here 
  8. Testing here 
  9. Problems with OLS here 
  10. Autocorrelation here
  11. Dynamic models here
  12. Unit roots here
  13. Cointegration here
  14. Functional forms here
  15. Outliers here

Class exercise data sets


  • Session on using Stata: Welcome to Stata Introductory exercise

  • Cross section exercise for Stata Exercise Data

  • Survey Methods: Notes Readings Exercises
  • Econometric Methods and Surveys: Notes Readings and exercises as above
  • Panel Data Methods: Notes Exercise Readings

  • Resources:

    Here are some useful introductory sites which contain quizzes to help with background study. Courtesy of Economics Network

    Updated by JPD 13 Oct 2010