Photo of Dr Ruijun Bu

Dr Ruijun Bu (B.Eng, M.Sc, Ph.D)

Senior Lecturer in Econometrics Economics

    Teaching

    ECON308 Quantitative Financial Economics

    The aim of this module is to provide a through overview of main topics in modern financial economics. These include decision-making under uncertainty, portfolio selection, pricing financial assets and state contingent claims, as well as forecasting asset return and volatility from historical data.

    ECON311 Time Series Econometrics

    The aim of this module is to give students an understanding of econometric time series methodology. The module will build upon the materials of ECON212 Basic Econometrics. Important extensions include volatility models of financial time series and multivariate (multiple equations) models such as vector error correction and related cointegrating error correction models.

    ECON920 Applied Macroeconometrics

    Modules for 2020-21

    Applied Macroeconometrics

    Module code: ECON920

    Role: Module Co-ordinator

    METHODS OF ECONOMIC INVESTIGATION 1: TIME SERIES ECONOMETRICS

    Module code: ECON311

    Role: Module Co-ordinator

    QUANTITATIVE FINANCIAL ECONOMICS

    Module code: ECON308

    Role: Module Co-ordinator