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Area/Catalogue
BANK 5038

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Course Level
Postgraduate

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Offered Externally
Yes

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Course ID
155811

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Unit Value
4.5

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University-wide elective course
No

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Timetable/s

This class has not been
timetabled for year 2020.

Course owner

Course owner
School of Commerce

Course aim

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.

Course content

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.

Textbook(s)

Brooks, C 2014, Introductory econometrics for finance, 3rd edn, Cambridge University Press, Cambridge

Prerequisite(s)

Common to all relevant programs
Subject Area & Catalogue Number Course Name
MATH 4044 Statistics for Data Science

Corequisite(s)

Common to all relevant programs
Subject Area & Catalogue Number Course Name
BANK 5013 Investment Management
BANK 5014 Financial Theory and Financial Markets

Teaching method

Component Duration
INTERNAL, CITY WEST
Preparatory 1 x 1 week
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.


Assessment

Task Length Weighting Duration
INTERNAL, CITY WEST
Continuous assessment N/A 10% N/A
Assignment 1800 words 30% N/A
Examination N/A 60% 3 hours
EXTERNAL, CITY WEST, ONLINE
Continuous assessment N/A 10% N/A
Assignment 1800 words 30% N/A
Examination N/A 60% 3 hours
INTERNAL, CITY WEST (INTENSIVE)
Continuous assessment N/A 10% N/A
Assignment 1800 words 30% N/A
Examination N/A 60% 3 hours

Fees

EFTSL*: 0.125
Commonwealth Supported program (Band 3)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
How to determine your Commonwealth Supported course fee. (Opens new window)

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
Non-award tuition fees are set by the Division offering the course. To determine the cost of this course, go to:
How to determine the relevant non award tuition fee. (Opens new window)

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

Course Coordinators

Degrees this course is offered in

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