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Teaching Financial Econometrics to Students Converting to Finance

In: Teaching Econometrics

Author

Listed:
  • Stan Hurn

    (Queensland University of Technology)

  • Vance Martin

  • Peter C. B. Phillips

    (Yale University
    Singapore Management University
    University of Auckland)

  • Jun Yu

    (University of Macau)

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.

Suggested Citation

  • Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2026. "Teaching Financial Econometrics to Students Converting to Finance," Advanced Studies in Theoretical and Applied Econometrics, in: Eric Hillebrand & William Griffiths (ed.), Teaching Econometrics, pages 49-90, Springer.
    • Handle: RePEc:spr:adschp:978-3-031-97942-2_4
    DOI: 10.1007/978-3-031-97942-2_4
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    JEL classification:

    • A22 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Undergraduate
    • A23 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Graduate
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics

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