13618 (v.2) Financial Econometrics 575

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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.