25879 Statistics and Financial Econometrics8cp; Forms of attendance in this subject have changed to enable social distancing and reduce the risks of spreading COVID-19 in our community. There may also have been changes to the assessment requirements. Consequently, the Subject Outline information for this subject has changed. Details of the changes may be published in an Addendum to the Subject Outline which is available through your LMS (Blackboard or Canvas)
There are course requisites for this subject. See access conditions.
The subject reviews the necessary statistical and econometric tools for modelling financial data and describing stylised facts about asset returns. It also introduces students to statistical inference and model estimation for financial time series.
Detailed subject description.