ETW3481 Financial modelling and analytics
Faculty of Business and Economics
ETW3481 Financial modelling and analytics is a level 3, 6-credit-point, undergraduate unit from the Faculty of Business and Economics, offered in 2027 in Semester 1 and Semester 2 at Malaysia. It needs ETC2410, ETC3440, ETF2100, ETW2510, ETW1001 or SCI1020.
- Credit points
- 6
- Offered in 2027
- Semester 1, Semester 2
- Malaysia
- Assessment
- No exam
- 1 task
- Workload
- 144 hours
- per semester
Reviews
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Requisites
Before ETW3481
Prerequisites
Pass these before you enrol.
- ETC2410Introductory econometricsNo reviews yet
- ETC3440Introductory econometricsNo reviews yet
- ETF2100Introductory econometricsNo reviews yet
- ETW2510Statistical modelling for decision makingNo reviews yet
- ETW1001Introduction to statistical analysisNo reviews yet
- SCI1020Introduction to statistical reasoningNo reviews yet
After ETW3481
No unit lists ETW3481 as a prerequisite in the 2027 handbook.
Overview
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.
Offerings in 2027
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Malaysia | On campus |
| Second semester | Malaysia | On campus |
Assessment
- Project100%
Assessment details may change. Please refer to the assessment information in Moodle closer to the start of the teaching period.
Learning outcomes
When you finish this unit, you should be able to:
- 1
analyse the properties and distributional characteristics of financial returns
- 2
recommend appropriate volatility model for financial return processes
- 3
assess critically the challenges and shortcomings of volatility models
- 4
forecast the financial variables and volatility using various econometric models
- 5
conduct heavy-tail analysis and examine various risk modelling techniques in financial markets.
Workload and teaching
- Tutorials24 hours
- Teaching approachActive learning
- Teaching approachCase-based teaching
- Teaching approachResearch activities
- Teaching approachProblem-based learning
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.
This unit engages you in actively applying your knowledge, skills and attributes in interactive, collaborative and reflective activities.
This unit includes case-based teaching, where you apply your knowledge and engage in analytical and reflective thinking to solve complex contextual scenarios. Activities are often designed so that there is not one clear answer, but you need to work together to examine, analyse and make decisions to resolve the situation.
This unit allows you to develop your research skills by engaging in structured inquiry using a systematic approach and discipline-specific methodologies.
This unit includes problem-based learning approaches, where you engage in research, integrate theory and practice and apply knowledge and skills to develop viable solutions in response to a problem or set of problems.
Where it fits
ETW3481 is part of 3 areas of study in the 2027 handbook.
Contacts
- Chief Examiners
- Dr Akram Hasanov
Common questions
What are the prerequisites for ETW3481?
You need ETC2410, ETC3440, ETF2100, ETW2510, ETW1001 or SCI1020 before you enrol.
When is ETW3481 offered?
In 2027, ETW3481 runs in Semester 1 and Semester 2 at Malaysia.
How much work is ETW3481?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does ETW3481 have an exam?
No. ETW3481 has 1 assessment task and no exam.
Which majors and minors include ETW3481?
ETW3481 is part of Banking and financial management; and Econometrics and business statistics.