Applied Financial Econometrics
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ECMT6006 Applied Financial Econometrics
ASSIGNMENT
• This is an individual assignment which accounts for 10% of your final grade. You may
discuss with your classmates, but please ensure that the submitted work is independent.
• You can either hand-write or type your answers, but please compile all your answers in
one PDF file and submit it via a file upload in Canvas. You can only submit your work
once, so please double check before you submit. The page limit of the submission is 40
pages including appendix (penalty will apply if the page limit is exceeded).
• There are 7 questions (with sub-questions) in this assignment, and please attempt all
questions. Detailed solution to each question will be provided after the assignment is due.
• I will randomly select 3 questions (same 3 questions for everyone) to grade, and each
question is worth 5 points. The total point of this assignment is 15. The grading will be
based on the completion and general quality of your submission.