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Financial modelling and analytics
ETW3481
Synopsis
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.
Sourced from the Monash Handbook 2026.
Quick facts
- Credit points
- 6
- Level
- 3
- Audience
- Undergraduate
- Type
- Coursework
- School
- Faculty of Business and Economics
- Faculty
- Department of Econometrics and Business Statistics
- Handbook year
- 2026
Prerequisites (6)
What it unlocks
Nothing in the visible graph depends on this unit.
Offerings (1)
- Second semesterMalaysia · ON-CAMPUS
Listed in 3 areas of study
- Banking and financial managementAdditional Banking and financial management units
- Econometrics and business statisticsCore units
- Econometrics and business statisticsEconometrics and business statistics additional units