ETW3481 · Monash University
Financial modelling and analytics
- Credit points
- 6
- Level
- 3
- Workload
- ≈ 12 h / week
- Faculty
- Business and Economics
What it covers
This unit introduces you to a wide range of contemporary financial econometric techniques which are commonly employed in the financial data analysis. Topics covered include the random walk model, volatility and risk modelling, several symmetric and asymmetric univariate as well as multivariate volatility models. Also, this unit will expose you to applications of econometric analysis in the portfolio selection and volatility spillovers between markets and assets.
Assessment
| Task | Type | Weight |
|---|---|---|
| 1 - Project | Project | 100% |
When and where
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Malaysia | On-campus |
| First semester | Malaysia | On-campus |