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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.
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