Course level

Postgraduate Coursework

Faculty

Business, Economics & Law

School

Economics School

Units

2

Duration

One Semester

Class hours

2 Lecture hours
2 Practical or Laboratory hours

Incompatible

ECON3300 or ECON3350

Prerequisite

ECON7310+ECON7020) or (ECON7310+ECON7002+(FINM7401 or BSFN7401 or COMM7501)); or (ECON2300+ECON2020) or (ECON2300 + ECON1020 + (FINM2401 or COMM2501 or BSFN2401)

Course enquiries

A/Prof A. Rambaldi

Current course offerings

Course offerings Location Mode Course Profile
Semester 1, 2024 (19/02/2024 - 15/06/2024) St Lucia In Person Course Profile

Please Note: Course profiles marked as not available may still be in development.

Course description

Econometric tools that apply to financial and macroeconomics data. Core content includes: characteristics of time series data; capital asset pricing models; co-integrated models; volatility models; models of price changes. Applications include models of stock prices, derivatives, exchange rates, interest rates.

Archived offerings

Course offerings Location Mode Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) External External Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) St Lucia In Person Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) St Lucia Internal Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) External External Course Profile
Semester 1, 2021 (22/02/2021 - 19/06/2021) St Lucia Flexible Delivery Course Profile
Semester 1, 2021 (22/02/2021 - 19/06/2021) External External Course Profile
Semester 1, 2020 (24/02/2020 - 11/07/2020) St Lucia Internal Course Profile
Semester 2, 2020 (03/08/2020 - 21/11/2020) External External Course Profile
Semester 2, 2020 (03/08/2020 - 21/11/2020) St Lucia Flexible Delivery Course Profile
Semester 1, 2019 (25/02/2019 - 22/06/2019) St Lucia Internal Course Profile
Semester 1, 2018 (19/02/2018 - 23/06/2018) St Lucia Internal Course Profile
Semester 1, 2017 (27/02/2017 - 24/06/2017) St Lucia Internal Course Profile
Semester 1, 2016 (29/02/2016 - 25/06/2016) St Lucia Internal Course Profile
Semester 2, 2016 (25/07/2016 - 19/11/2016) St Lucia Internal Course Profile
Semester 1, 2015 (02/03/2015 - 27/06/2015) St Lucia Internal Course Profile
Semester 2, 2015 (27/07/2015 - 21/11/2015) St Lucia Internal Course Profile