fin3qra quantitative risk analysis

QUANTITATIVE RISK ANALYSIS

FIN3QRA

Not currently offered

Credit points: 15

Subject outline

This subject covers the issues related to time series modeling of financial data. The main topics include modeling financial returns and assessing their predictability; estimation of long run relationships in finance; and estimation of financial volatility and its application to risk management. A range of econometric methods are employed, including the regression analysis, ARMA models, unit root tests, cointegration analysis, and GARCH-type models. There will be a strong focus on applications using econometrics package EViews.

SchoolLa Trobe Business School

Credit points15

Subject Co-ordinatorJae Kim

Available to Study Abroad StudentsYes

Subject year levelYear Level 3 - UG

Exchange StudentsYes

Subject particulars

Subject rules

Prerequisites ECO2ISB or ECO2EME or ECO2BFC or ECM21E

Co-requisitesN/A

Incompatible subjects FIN2EFM, ECO2ITE, ECO3ITE

Equivalent subjectsN/A

Special conditionsN/A

Graduate capabilities & intended learning outcomes

01. TBC

Activities:
TBC

Subject options

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Subject not currently offered - Subject options not available.