Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Advanced Financial Econometrics
DFA3011(5)
3
0
3

Description
Multivariate Time Series Models: VAR; Unit Root Tests; Persistence; Integration and Cointegration; VECM; Granger Causality; Impulse Response Functions; Forecasting; Introduction to Nonlinear Time Series Models; Computer Applications.
Faculty Department
FACULTY OF LAW AND MANAGEMENT Department of Finance and Accounting
Contact Details
Administrative assistant: TASLIMA BOODHUN-JHUMKA
Telephone: 4037400
Email: t.boodhun@uom.ac.mu
 

 

Disclaimer & Copyright | Home | Admissions | Calendar of Activities | Contact | Webmaster
University of Mauritius
Reduit, Mauritius
Tel : (230) 403 7400 Fax : 454 9642