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

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.