Overview

This course is concerned with the special statistical characteristics that arise when modelling time series data, such as commodity/asset prices, interest rates or exchange rates. Topics include key characteristics of financial data, concepts of volatility and risk, modelling time varying volatility (ARCH models), and modelling relationships among financial series. The … For more content click the Read More button below.

Conditions for Enrolment

Prerequisite: ECON5248

Course Outline

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ECON5206 Course Outline

Fees

TypeAmount
Commonwealth Supported Students (if applicable)$1170
Domestic Students$4260
International Students$5880

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Commonwealth Supported Students:

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Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)
Pre-2019 Handbook Editions