This paper equips students with advanced tools for the analysis of financial data, including the return forecasting, volatility and econometrics of asset pricing. It is an advanced paper utilising the latest research pertaining to financial econometrics. Students will develop skills with R, Stata and other econometric software.
Paper Information
| Points: | 15.0 |
|---|---|
| Prerequisite(s): | Acceptance into the Master of Applied Finance programme. |
| Internal assessment / examination: | 100:0 |
Note: This paper is only available to MAppFin students.
Trimesters and Locations
| Occurrence Code | When taught | Where taught |
|---|---|---|
| 22G (HAM) | G Teaching period : 16 Nov 2022 - 20 Dec 2022 | Hamilton |
Timetabled Lectures for Financial Econometrics (FINAN520)
| Day | Start | End | Room | Dates |
|---|---|---|---|---|
| Thu | 10:00 AM | 1:00 PM | MSB.0.21 | Nov 14 - Dec 18 |
NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for FINAN520 for more details
Indicative Fees for Financial Econometrics (FINAN520)
| Occurrence | Domestic | International | |
|---|---|---|---|
| Tuition | Resource | ||
| 22G (HAM) | $1015 | $4050 | |
Paper Outlines
The following 2021 paper outlines are available for FINAN520. Please contact the Faculty or School office for details on 2022 outlines.
Additional Information
Available Subjects: Finance
Other available years: Financial Econometrics - FINAN520 (2021) , Financial Econometrics - FINAN520 (2020)
Paper details current as of : 30 June 2022 11:53am
Indicative fees current as of : 1 July 2022 4:30am