Modelling and Forecasting Financial Markets![]() DescriptionDelivered by Professor Giovanni Urga - running from the 23rd October 2025 to the 13th 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, See more information here: Courses and webinars | Bayes Business School (city.ac.uk) Benefits Target audience Course prerequisites Schedule: Fees: 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. Modelling and Forecasting Financial Markets - City St George's Students, Alumni, StaffModelling and Forecasting Financial Markets - External StudentsModelling and Forecasting Financial Markets - External |