University of Technology Sydney

25879 Statistics and Financial Econometrics

8cp; 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.

Postgraduate

Description

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.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.