37010 Statistics and Financial Econometrics8cp; 3hpw (lecture/workshop), online learning
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
Modern day financial modelling requires advanced statistical and econometric analysis which is based on insights into foundations of statistics and its philosophy. This subject aims to develop insights, concepts, and terminology required for advanced econometric applications. Due to diversity in students’ skills, students are presented with self-contained material, ranging from elementary concepts to advanced theoretical methodologies. Furthermore, responding to the increasing need from industry, this subject encourages students building knowledge in modern (script-based) languages R and Julia by providing a number of programing exercises during the mid-term assessment.
Detailed subject description.