13618 (v.3) Financial Econometrics 575
| Area: | School of Economics and Finance |
|---|---|
| Credits: | 50.0 |
| Contact Hours: | 4.0 |
| Tuition Patterns: | The tuition pattern provides details of the types of classes and their duration. This is to be used as a guide only. Precise information is included in the 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). |
| Unit references, texts, outcomes and assessment details | The most up-to-date information about unit references, texts and outcomes, will be provided in the unit outline. |
| 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.
