13618 (v.2) Financial Econometrics 575



 

Area:School of Economics and Finance
Contact Hours:3.0
Credits:50.0
Lecture:1 x 3 Hours Weekly
Financial econometric methods and models based mainly on times series data. Stationery time series models. Modelling trends and volatility. ARCH/GARCH models. Muti-equation and VAR models. Cointegration and error corretion models. Use of statistical packages such as RATS and/or SAS.
YearLocationPeriodInternalArea ExternalCentral External
2003Bentley CampusSemester 1Y  

 

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