Overview
Offerings
Requisites
Rules
Contacts
Chief Examiner(s)
Learning outcomes
describe, interpret and critically analyse financial data
apply the simple and multivariate models and theory to model the relationship among financial variables, interpret the results, and conduct reliable statistical inference
test for stationary behaviour of financial time series
model the long-run relationships among financial time series
model and forecast the time-varying volatility of returns on financial assets
be proficient at econometric modelling of financial data using the software EViews, which is widely used in the commercial world.
Assessment summary
Within semester assessment: 40% + Examination: 60%
This unit contains a hurdle requirement that you must achieve to be able to pass the unit. The consequence of not achieving a hurdle requirement is a fail grade (NH) and a maximum mark of 45 for the unit.
Workload requirements
Other unit costs
Costs are indicative and subject to change.
Electronics, calculators and tools: $40