Financial Econometrics

0.5 credits · Undergraduate

Integrates economic and financial market theory, applied mathematics, and probability and statistics in the study of econometric methods that are designed to deal with the unique features and characteristics of financial market data. Topics include multiple regression, time-series analysis, time-varying volatility models, switching models, and limited dependent variable models. Prerequisite: 10.0 university credits or enrolment in in the Postgraduate Certificate in Financial Analytics.