25922 Financial Econometrics

6cp
Undergraduate

This subject extends knowledge of financial econometrics and model building to enable comprehension of advanced research literature and confident use of econometric techniques in research. Topics include: maximum likelihood estimation and inference in linear and nonlinear models; modern time series methods of dealing with integrated variables; modelling volatility with the ARCH class of models; and econometrics packages.

For detailed information, see the full subject description at:
http://www.business.uts.edu.au/courses/subject/syllabus/25922.pdf

Typical availability

Autumn semester, City campus

Fee information

2006 contribution for 2005/06 commencing Commonwealth-supported undergraduate students: $872.38
2006 amount for undergraduate domestic fee-paying students: $2,220.00
Subject EFTSL: 0.125
Note: The above fees are applicable in 2006 for 2005/06 commencing Commonwealth-supported and domestic fee-paying undergraduate students only. Pre-2005 Commonwealth-supported undergraduate students should consult the Student contribution charges for Commonwealth supported students webpage.
Not all students are eligible for Commonwealth supported places, and not all subjects are available to Commonwealth supported students. Other students (such as postgraduate students and international students) should refer to the Fees webpage.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at Access conditions and My Student Admin.