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Overview

This course is concerned with the special statistical characteristics that arise when modelling time series data, such as commodity/asset 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/government and private/industry financial sectors.

Study Level

Undergraduate

Offering Terms

Term 2

Campus

Kensington

Indicative contact hours

4.5

Course Outline

To access course outline, please visit:

Fees

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)

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