{"ModuleCode":"ECA5315","ModuleTitle":"Financial Econometrics","Department":"Economics","ModuleDescription":"This module is designed to provide students with vigorous training in applied financial econometrics. It covers topics on characteristics of macroeconomic and financial data; basic concepts of linear and non-linear time series models: stationary time series models, ARMA models; stochastic volatility models; GARCH models and diagnostic tests; value at risk analysis; and multivariate conditional time-varying models. Students are expected to do several computer based projects.","ModuleCredit":"4","Workload":"2-1-0-2-5","Prerequisite":"EC5274/EC5333/ECA5333","Preclusion":"EC5261, EC5315","Lecturers":["Chua Yeow Hwee"],"LecturePeriods":["Tuesday Evening","Wednesday Evening"]}