This course provides an introduction to the modern econometric techniques used in financial time series. Economic theory and statistical analysis are used to formulate and test financial models. Applications include the statistical characteristics and forecasting of stock prices, derivatives, interest rates and exchange rates.
|ECON3140A Teacher:||Mr. IP Tak Sang, Hugo [Course Outline]|
|ECON3140B Teacher:||Mr. IP Tak Sang, Hugo [Course Outline]|