Who this is for
- MSc finance, economics and econometrics students
- Students taking financial econometrics or empirical finance
- Dissertation students modelling returns or volatility
- Students needing support with ARMA, GARCH or maximum likelihood
Dr Nicky Grant offers online financial econometrics tuition for students studying asset returns, ARMA models, maximum likelihood, ARCH/GARCH volatility, forecasting and empirical finance. Free linked materials cover time series and volatility modelling.
Time series & volatility
Financial econometrics
tuition
Advanced but clear tuition for financial econometrics: stock returns, ARMA models, GARCH volatility, forecasting, stationarity, model diagnostics and empirical finance dissertations.
- From £100/hour
- Former lecturer at Manchester (2013 to 2019) and St Andrews (2019 to 2025)
- I reply within one business day
Subject match
Who this support is for
A quick match for the students, topics and goals covered.
Topics covered
- Properties of financial returns
- ARMA models and stationarity
- Maximum likelihood estimation
- ARCH and GARCH volatility
- Forecasting and model diagnostics
- Empirical finance interpretation
Free study notes
Credential match
Why this is specialist financial econometrics tuition
Financial econometrics support is strongest when the probability, time-series and empirical-finance pieces are connected clearly.
Relevant background
- University teaching materials in financial econometrics and time series.
- Published econometrics research and advanced GMM/inference work.
- Support across ARMA, stationarity, volatility, likelihood and forecasting.
- Free financial econometrics PDFs and GARCH materials available on this site.
Useful checks
Get started
A free 30-minute consultation, with no obligation. The rate is confirmed before any paid session.
Free video lectures
Worked time-series videos
on @unientryTMUA
Free worked videos on the time-series foundations behind financial econometrics: ARMA processes, stationarity, autocorrelation and forecasting. A good way to preview the teaching style.
What this support covers
Focused
specialist support
Time series foundations
Stationarity, autocorrelation, ARMA processes, estimation, model selection and forecasting.
Volatility modelling
ARCH/GARCH intuition, estimation, volatility clustering, persistence and interpretation.
Empirical finance links
Connect statistical models to returns, risk, asset-pricing questions and dissertation design.
Course-aligned work
Sessions can follow your lecture notes, problem sets, data, software output and assessment rubric.
Reviews
What students say
“Nicky is an excellent econometrics tutor. He explains complex concepts clearly and makes them much easier to understand.”
“I was completely lost in my economics class, and then I started working Nicky and he totally saved me. He was excellent at explaining the material and extremely accommodating to meet with me many times despite us being in different time zones! Highly recommend working with Nicky!”
“Nicky is a very good and thorough teacher. He has excellent knowledge of econometrics and takes the time to work through your questions. Highly recommended!”
“Really great tutor! Encouraging, knowledgeable, friendly”
“Very good lesson, Nicky is very helpful.”
“Very helpful and clear.”
“I gather it was very useful, thank you!”
“Fantastic!”
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Dr Nicky Grant
ORCID 0009-0008-8979-4623
Taught by an active teacher and researcher
- 2019 to 2025
- Associate Lecturer in Economics (Education Focused), University of St Andrews. Module design, lecturing, setting and marking exams, and supervising dissertations in applied econometrics.
- 2013 to 2019
- Lecturer, University of Manchester. Teaching across applied and theoretical econometrics.
- 2013
- PhD in Economics, University of Cambridge. Thesis “Estimation & Inference Under Non-Standard Conditions”, supervised by Professor Richard J. Smith.
- Research
- Published in International Tax and Public Finance (2019) and Advances in Econometrics (2012). CeMMAP working papers CWP05/19 and CWP23/18 with Richard J. Smith.
Pricing
| Financial Econometrics, university and postgraduate | From £100/hour |
|---|---|
| Packages of sessions | Discounts available |
| First consultation, 30 minutes | Free |
Per-session booking, no upfront commitment. The exact rate is confirmed at the free consultation.
Send an enquiry from right here
Useful details to include: module title, topic list, deadline, software used, problem set or dissertation topic, and what you are stuck on.
Dr Nicky Grant reads every enquiry and replies within one business day.
Email[email protected]
Phone+44 7393 352 331
WhatsAppMessage on WhatsApp
LocationManchester / Online International and UK-wide
Questions
Common
questions
Yes. Financial econometrics, distribution of stock returns, ARMA, GARCH and volatility are a close fit.
Yes, where it supports understanding and interpretation: R, Python, Stata, EViews or Matlab output can all be discussed.
Yes. MSc Finance and Financial Economics courses often require exactly this bridge between finance intuition and econometric technique.
Start with a
free consultation
Send the course, exam board, module outline or assignment brief. The first conversation establishes exactly where support will have the highest return.