|Student Contribution Band:||Band 4|
|Administered by:||College of Business, Law & Governance|
This subject explores advanced time-series and panel-data analysis, which has wide applicability in analysing financial data, e.g. stock exchange returns, exchange rates, interest rates and bond rates. The subject covers current econometric models used in this field, including univariate / multivariate models, volatility modelling and forecasting, co-integration analysis, extreme theory and value-at-risk (market risk measure) modelling.
|Townsville, Trimester 1, Internal|
|Census Date 11-Mar-2021|
|Coord/Lect:||Dr Rabiul Beg.|
The student workload for this 3 credit point subject is approximately 130 hours.
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.