[Offered in odd-numbered years]
|Student Contribution Band:||Band 3|
|Administered by:||College of Business, Law & Governance|
This subject provides an advanced level overview of econometric tools most used in empirical economics and finance to gain an understanding of the sources and characteristics of financial data, such as stock exchange returns, exchange rates, interest rates, bond rates etc. Applications of econometric models in finance include volatility modelling and forecasting (ARCH/GARCG/GARCH-M/EGARCH/GJR models), co-integration analysis, extreme theory and value-at-risk (market risk measure).
|Prerequisites:||EC2101 OR EC3413 OR EC2413 OR BX3122|
|Townsville, Internal, Study Period 1|
|Census Date 28-Mar-2019|
|Coord/Lect:||Dr Rabiul Beg.|
The student workload for this 3 credit point subject is approximately 130 hours.
|Assessment:||end of semester exam (50%); quizzes or tests (30%); assignments (20%).|
Note: Minor variations might occur due to the continuous Subject quality improvement process, and in case of minor variation(s) in assessment details, the Subject Outline represents the latest official information.