**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

A provisional reading list is here

- Doing a dissertation presentation here, handbook (0910) with more detail here, and MSc Finance specific notes here.
- Doing econometrics here
- Doing an applied research project here.
- Research Methodology here; further notes here and readings here
- Statistics here
- Correlation here
- Ordinary Least Squares here
- Testing here
- Problems with OLS here
- Autocorrelation here
- Dynamic models here
- Unit roots here
- Cointegration here
- Functional forms here
- Outliers here

- Introductory Microfit Exercises here with data file MAEG2 in Microfit format here and CSV format here.
- CAPM Exercise is here, with data as Microfit file here and as CSV file here
- A more advanced consumption function exercise (starting from same place as the earlier ones) is here with data as Microfit file here and as a CSV file here

The files are provided in both Microfit and CSV format and Microfit 4.1 can read both types. If you have any problems with the *.fit files try the CSV.

- Exercise is here
**Deadline:4th January 2011: A 'hard' and 'soft' copy of both is required**

- Maths and Statistics refresher course here

- Simple regression quiz by Guy Judge, University of Portsmouth Ten multiple choice questions for introductory econometrics. The quiz is hosted by the Quia service, which allows academics to add their own quizzes by subscription.
- Applied regression analysis online quizzes by Trudy Ann Cameron, University of California, Los Angeles Twenty-two quizzes on applied regression analysis, each with ten questions, divided into topics.
- Applied regression analysis online quizzes by Geofrrey Gerdes, Trudy Ann Cameron, UCLA Twenty server-marked, ten-question, mutliple-choice tests on various aspects of regression.

- Econometrics revision session -sort of... by Geniusgeorge

Updated by JPD 13 Oct 2010