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.
|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|
|23G (HAM)||G Teaching period : 13 Nov 2023 - 17 Dec 2023||Hamilton|
Timetabled Lectures for Financial Econometrics (FINAN520)
|Thu||10:00 AM||1:00 PM||MSB.0.21||Nov 13 - Dec 17|
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)
The following 2022 paper outlines are available for FINAN520. Please contact the Faculty or School office for details on 2023 outlines.
Available Subjects: Finance
Paper details current as of : 2 February 2023 8:51am
Indicative fees current as of : 2 February 2023 4:30am