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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