FINAN520

Financial Econometrics

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.

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 : 14 Nov 2022 - 25 Dec 2022 Hamilton

Timetabled Lectures

The Timetable for 2022 is not available.


Indicative Fees

Fees for 2022 are not yet available.


Paper Outlines

Paper outlines are currently not available for this paper. Please contact the Faculty or School office for further details.

Additional Information

Available Subjects:  Finance

Other available years: Financial Econometrics - FINAN520 (2021) , Financial Econometrics - FINAN520 (2020)

Paper details current as of : 21 September 2021 3:21pm
Indicative fees current as of : 22 September 2021 4:30am

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