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
20A (HAM)A Trimester : 2 Mar 2020 - 28 Jun 2020 Hamilton
20B (HAM)B Trimester : 13 Jul 2020 - 8 Nov 2020 Hamilton
20G (HAM)G Teaching period : 9 Nov 2020 - 20 Dec 2020 Hamilton

FINAN520-20A (HAM), 20B (HAM) have been cancelled. Please contact the School or Faculty Office for more information.


Timetabled Lectures for Financial Econometrics (FINAN520)

There are no timetabled lectures for FINAN520.

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 
20G (HAM) $987 $0 $3744
You will be sent an enrolment agreement which will confirm your fees.
Tuition fees shown below are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.

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

Paper details current as of : 31 July 2020 9:24am
Indicative fees current as of : 4 June 2020 3:25pm

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