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ModsHE3023AY2016/2017 Semester 2
Econometric Analysis Of Financial Data
AY2016/2017 Semester 2
The application of econometric techniques in finance has expanded rapidly in recent years. Topics covered include ARIMA models, volatility modelling, unit roots, cointegration and multivariate models. This course will emphasize hands-on applications using computer software.
| AUs | 3.0 AUs |
| Categories | CoreMinorsBDE |
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