Econometric packages for modelling financial data -- A brief overview of the classical linear regression model -- Further issues with the classical linear regression model -- Univariate time series modelling and forecasting -- Multivariate modelling -- Modelling long-run relationships in finance -- Modelling volatility and correlation -- Switching models -- Simulation methods -- Conducting empirical research or doing a project or dissertation in finance -- Recent and future developments in the modelling of financial time series.