ECMT3150 Complete and Comprehensive HD Notes
Subject notes for USYD ECMT3150
Notes based on the material from all lectures and weekly readings.
- Preliminaries (Slide 0)
- Linear Time Series Analysis (Slide 1a, 1b & 1c)
- Conditional Heteroskedastic Models (Slide 2a & 2b)
- High-Frequency Data Analysis & Market Microstructure (Slide 3)
- Continuous Time Models and Option Pricing (Slide 4a & 4b)
- Extreme Values, Quantiles and Value-at-Risk (Slide 5)
These notes helped me do extremely well and so would highly recommend them!!
Semester 2, 2020