Course

Financial Econometrics - ECON3206

Faculty: UNSW Business School

School: School of Economics

Course Outline: ECON3206 Course Outline

Campus: Sydney

Career: Undergraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite: ECON2209

CSS Contribution Charge: 3 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

Description

This course is concerned with the special statistical characteristics that arise when modelling time series data, such as commodity prices, interest rates or exchange rates. Topics include key characteristics of financial data, concepts of volatility and risk, modelling time varying volatility (ARCH models), and modelling relationships among financial series. The knowledge and methods acquired in this course are particularly useful and sought after in the public and private finance sector.
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Study Levels

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