13618 (v.3) Financial Econometrics 575
Note
Tuition Patterns
The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline.
Unit references, texts and outcomes
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| Area: | School of Economics and Finance |
|---|---|
| Credits: | 50.0 |
| Contact Hours: | 4.0 |
| Lecture: | 1 x 4 Hours Weekly |
| Syllabus: | Financial econometric methods and models based mainly on times series data. Stationary time series models. Modelling trends and volatility. Autoregressive conditional heteroskedasticity and generalized autoregressive conditional heterosjedasticity (ARCH/GARCH) models. Multi-equation and value-at-risk (VAR) models. Cointegration and error correction models. Use of statistical packages such as regression analysis of time series (RATS) and/or statistical analysis system (SAS). |
| Field of Education: | 091903 Econometrics |
| Result Type: | Grade/Mark |
Availability
Availability Information has not been provided by the respective School or Area. Prospective students should contact the School or Area listed above for further information.
