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.

Availability

Year	Location	Period	Internal	Area External	Central External
2004	Bentley Campus	Semester 1	Y

Area External	refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research.
Central External	refers to external course/units run through the Curtin Bentley-based Distance Education Area

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