37010 Statistics and Financial Econometrics8cp
Requisite(s): 24 credit points of completed study in spk(s): STM91543 Core Subjects (Mathematics)
These requisites may not apply to students in certain courses. See access conditions.
Anti-requisite(s): 25879 Statistics and Financial Econometrics
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.