Financial Time Series M
Course Level Postgraduate
Course Level Postgraduate
Area/Catalogue
MATH 5032
Course Level
Postgraduate
Offered Externally
No
Course ID
100845
Unit Value
4.5
University-wide elective course
No
Course owner
School of Information Technology and Mathematical Sciences
Course Alert: This course is no longer available for enrolment
To equip students with a basic knowledge of modern time series models, their analysis, and applications in business, finance and economics.
Tsay, RS 2005, Analysis of Financial Time Series 2, 2nd edition, John wiley & Sons
Common to all relevant programs | |
---|---|
Subject Area & Catalogue Number | Course Name |
MATH 5040 | Statistical Foundations M |
Nil
Component | Duration | ||
---|---|---|---|
INTERNAL, MAWSON LAKES | |||
Lecture | 2 hours x 13 weeks | ||
Computer Practical | 2 hours x 13 weeks | ||
Directed Study (Meetings and activities as agreed with Course Coordinator) | N/A x 13 weeks |
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assignment, Literature review, Project - including seminar presentation
EFTSL*: 0.125
Commonwealth Supported program (Band 2)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.
Non-award enrolment
Non-award tuition fees are set by the university. To determine the cost of this course, go to:
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Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.
* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.