This course outline is currently unavailable. Please visit our archives to view previous course outlines.
This course is concerned with the special statistical characteristics that arise when modelling time series data, such as commodity prices, interest rates or exchange rates. Topics include key characteristics of financial data, concepts of volatility and risk, modelling time varying volatility (ARCH models), and modelling relationships among financial series. The knowledge and methods acquired in this course are particularly useful and sought after in the public and private finance sector.