25837 Financial Econometrics

6cp

Requisite(s): 25835 Computational Finance AND 25834 Portfolio Analysis

These requisites may not apply to students in certain courses.

There are also course requisites for this subject. See access conditions.

Postgraduate

This subject exposes students to the main econometric techniques used to estimate models in financial economics. It emphasises that financial economics is a highly empirical discipline. The primary method of inference for the financial economist is examined, and the model analysed is statistical inference-financial econometrics. Students apply a range of econometric techniques to financial theories.

Fee information

2007 contribution for post-2004 Commonwealth-supported students: $889.75
2007 amount for undergraduate domestic fee-paying students: $2,280.00
Subject EFTSL: 0.125
Note: The above fees are applicable in 2007 for Commonwealth-supported students who commenced after 2004 and domestic fee-paying undergraduate students only. Pre-2005 Commonwealth-supported 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. Domestic fee-paying 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.