The Econometrics of Financial Markets
Postgraduate
Postgraduate
BANK 5038
Postgraduate
Yes
Note: This offering may or may not be scheduled in every study period. Please refer to the timetable for further details.
155811
4.5
No
School of Commerce
This course provides students with an advanced understanding of econometric techniques with financial market applications. Students will develop the skills to read and understand empirical research, and to conduct econometric analysis and empirical research.
A review of statistical inference, Data management, Linear regression, Time Series regression, Panel regression, GARCH models, Vector Autoregression models, Axioms of empirical research and scientific enquiry.
Brooks, C 2014, Introductory econometrics for finance, 3rd edn, Cambridge University Press, Cambridge
Common to all relevant programs | |
---|---|
Subject Area & Catalogue Number | Course Name |
MATH 4044 | Statistics for Data Science |
Common to all relevant programs | |
---|---|
Subject Area & Catalogue Number | Course Name |
BANK 5013 | Investment Management |
BANK 5014 | Financial Theory and Financial Markets |
Component | Duration | ||
---|---|---|---|
INTERNAL, CITY WEST | |||
Seminar | 3 hours x 10 weeks | ||
EXTERNAL, CITY WEST, ONLINE | |||
External | N/A x 10 weeks | ||
INTERNAL, CITY WEST (INTENSIVE) | |||
Seminar | 30 hours x N/A |
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assignment, Continuous assessment, Examination
EFTSL*: 0.125
Commonwealth Supported program (Band 3)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.
Non-award enrolment
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Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.
* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.