University of Technology Sydney

37010 Statistics and Financial Econometrics

8cp
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

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.