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
21G (HAM)G Teaching period : 15 Nov 2021 - 26 Dec 2021 Hamilton

Timetabled Lectures for Financial Econometrics (FINAN520)

DayStartEndRoomDates
Thu10:00 AM1:00 PMMSB.0.21Nov 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)

Occurrence Domestic International
 Tuition Resource 
21G (HAM) $998 $3857
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

The following 2020 paper outlines are available for FINAN520. Please contact the Faculty or School office for details on 2021 outlines.

Additional Information

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

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