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|
|21G (HAM)||G Teaching period : 15 Nov 2021 - 26 Dec 2021||Hamilton|
Timetabled Lectures for Financial Econometrics (FINAN520)
|Thu||10:00 AM||1:00 PM||MSB.0.21||Nov 15 - Dec 19|
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 2020 paper outlines are available for FINAN520. Please contact the Faculty or School office for details on 2021 outlines.
Available Subjects: Finance
Other available years: Financial Econometrics - FINAN520 (2020)
Paper details current as of : 14 June 2021 9:19am
Indicative fees current as of : 22 June 2021 4:30am