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