School Specific Events

Please register and pay for BCOVS below.  If you are a postgraduate research student then you will still need to “purchase” your registration below but it is FREE.  To confirm your status please ask your supervisor to e-mail Samantha.Kates.1@city.ac.uk.  The congress dinner will be a traditional Turkish feast held at Pasha, 301 Upper Street Islington.   Food and drink are included in the price.  If you are vegetarian please e-mail Sam on Samantha.Kates.1@city.ac.uk

The Hanna’s Orphanage Christmas cards have arrived! The fantastic range of designs were created by some of the children at Hanna’s Orphan’s Home, as well as children from a local primary school affiliated with Cass Business School.

The perfect way to send your festive greetings and support Hanna’s Orphanage at the same time!

Each pack has a mixture of card designs. Free Postage and Packing.

Delivered by Professor Giovanni Urga - running from the 23^rd October 2025 to the 13^th November 2025.

Course overview 

The course covers several theoretical and empirical topics in financial econometrics providing a comprehensive presentation of the econometric methods applied to finance. Topics include: forecasting and forecast evaluation, estimation methods such as GMM and MLE, univariate and multivariate GARCH models, and realised and stochastic volatility models, 
measurement techniques and tests for contagion, principal components and factor analysis, the use of Autometrics in model selection in presence of a large number of regressors. The theory is illustrated in practice modelling interest rates, asset prices and forex time series at several temporal frequencies.

See more information here: Courses and webinars | Bayes Business School (city.ac.uk)

Benefits
■ You will be introduced to the statistical analysis of time series, autoregressive–moving-average (ARMA) models, and forecasting evaluation criteria
■ You will learn theoretical and practical tools of univariate, multivariate GARCH volatility models
■ You will learn to identify and measure contagion between markets
■ You will be taught theoretical and practical tools of high frequency data and the impact of market announcements
■ You will practise on practical econometric and financial problems

Target audience
This course is particularly useful to professionals working in the financial  industry, consultancy firms, Central Banks, regulatory authorities, public and 
private research centres.

Course prerequisites
Participants are expected to have a quantitative background. Knowledge of the fundamentals of econometrics, derivatives, quantitative asset pricing theory will help participants to obtain the maximum benefit from the course.

Schedule: 
23rd October 2025 - 13th November 2025. 

Fees:
£240 City St George's Students, Alumni and Staff
£360 External Students
£480 External Non-Student

Registration, payment and cancellation policy

Payment of course fees is required prior to the course start date. In case a course is cancelled, registered participants will receive the full refund.

Registration closes 7-calendar days prior to the start of the course. Please use your University email address if purchasing City St George's/Bayes students, Alumni, Staff or External students rate tickets.

A 15% discount is available for groups of three or more participants. Please email faculty.administration@citystgeorges.ac.uk before purchasing your tickets if you are a group of three or more people. 

Please use your University email address to receive the student rate.