Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Financial Modelling & Forecasting (Special Paper)
ECON3281(5)
3
0
3

Description
Model Specification, Selection and Evaluation; ARMA models: Stationarity and Invertibility; Unit Root Hypothesis and Stock Market Efficiency; Cointegration and Error-Correction models; Granger-causality; Impulse Response Function; Conditional Volatility models; Forecasting the stock market: Unbiased forecast, Univariate and multivariate forecasts, Forecast evaluation.
Faculty Department
FACULTY OF SOCIAL SCIENCES AND HUMANITIES Department of Economics and Statistics
Contact Details
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu
 

 


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