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 modelling of financial data. The main topics include modelling 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/Exchange StudentsYes
Subject year levelYear Level 3 - UG
Available as ElectiveNo
Learning ActivitiesN/A
Capstone subjectNo
Subject particulars
Subject rules
PrerequisitesECO2BFC OR ECO2EME OR ECO2ISB OR ECM2IE
Co-requisitesN/A
Incompatible subjectsECO3ITE OR ECO2ITE OR FIN2EFM
Equivalent subjectsN/A
Quota Management StrategyN/A
Quota-conditions or rulesN/A
Special conditionsN/A
Minimum credit point requirementN/A
Assumed knowledgeN/A
Career Ready
Career-focusedNo
Work-based learningNo
Self sourced or Uni sourcedN/A
Entire subject or partial subjectN/A
Total hours/days requiredN/A
Location of WBL activity (region)N/A
WBL addtional requirementsN/A
Graduate capabilities & intended learning outcomes
Graduate Capabilities
Intended Learning Outcomes
Subject options
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