Link to Curtin homepage      CurtinSearch | Curtin Site Index 
Online handbook 2003
Courses and Units Definition of TermsContact / Help
Academic Calendar
Admissions Information
Fee Information
Policy and Procedures
Scholarships
About Curtin
    

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.


Availability

YearLocationPeriodInternalArea ExternalCentral External
2003Bentley CampusSemester 1Y  

- Area External refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research.
- Central External refers to external course/units run through the Curtin Bentley-based Distance Education Area.


 
Click here for a printable version of this page

    

Picture of sun setting over Henderson Court on Curtin's Bentley Campus

 

Curtin crest