Teaching Interests

Bahar is currently co-teaching Applied Econometrics (PGT) with Dr Georgios Papadopoulos. This is one of the core modules for the master students (Academic and Professional). This module is divided into two parts: 1) Time series methods (including ARIMA modelling, stationarity testing, ARCH/GARCH models, Volatility Spillover, VARs , Cointegration and VECMs) 2) Microeconometrics (including panel data methods, and models for binary response variables). Stata is used extensively. I have recently started producing some screencasts for students. Here is a sample:


Bahar is also teaching Risk Management and Trading (PGT). This is a compulsory module for students studying MSc Quantitative Financial Economics. In the first part of the module, students will learn how to measure and manage risk using Stata, while in the second part of the module we use Excel VBA to explore trading strategies.

For more information regarding our PGT degrees:


If you would like to have more information regarding either of these modules, please email Bahar.

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