Courses Handbook 2008

13618 (v.3) Financial Econometrics 575


Area: School of Economics and Finance
Credits: 50.0
Contact Hours: 4.0
** 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. **
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).
** To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement. **
Field of Education: 091903 Econometrics
SOLT (Online) Definitions*: Not Online
*Extent to which this unit or thesis utilises online information
Result Type: Grade/Mark

Availability

Year Location Period Internal Partially Online Internal Area External Central External Fully Online
2008 Bentley Campus Semester 1 Y        

Area External refers to external course/units run by the School or Department or offered by research.

Central External refers to external and online course/units run through the Curtin Bentley-based Distance Education Area

Partially Online Internal refers to some (a portion of) learning provided by interacting with or downloading pre-packaged material from the Internet but with regular and ongoing participation with a face-to-face component retained. Excludes partially online internal course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

Fully Online refers to the main (larger portion of) mode of learning provided via Internet interaction (including the downloading of pre-packaged material on the Internet). Excludes online course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

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