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 ActivitiesLecture, tutorials, project work.

Capstone subjectNo

Subject particulars

Subject rules

PrerequisitesECM2IE OR ECO2BFC OR ECO2EME OR ECO2ISB

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

01. Develop and implement various techniques to assess, measure and manage risk for individuals and organizations.

Subject options

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Subject not currently offered - Subject options not available.