Illustrates how statistical and econometric methods can be applied to financial data to solve problems arising in financial markets. Also covers modelling, estimating and testing the volatility of financial markets. Practical examples will be discussed in lectures to enhance the understanding of analysing financial data using the statistical and econometric tools taught in this unit. An integral component will be the completion of a number of minor research projects enabling students to develop the necessary skills. -- Course Website
Instructor: Asssociate Professor XibinZhang (Bill)
Prerequisites: Students must be enrolled in course code 4412, 3816 or 3822 AND must have passed ETF3300 or ETC3460
