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. |
| Year | Location | Period | Internal | Area External | Central External | | 2003 | Bentley Campus | Semester 1 | Y | | | |
Current as of: October 30, 2003 13:11:55
CRICOS provider code 00301J
