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.

Detailed subject description.

Fee information

2008 contribution for post-2008 Commonwealth-supported students: $1,062.38
Note: Students who commenced prior to 1 January 2008 should consult the Student contribution charges for Commonwealth supported students
Not all students are eligible for Commonwealth Supported places.

2008 amount for undergraduate domestic fee-paying students: $2,346.00

Note: Fees for Postgraduate domestic fee-paying students and international students are charged according to the course they are enrolled in. Students should refer to the Annual Fees Schedule.

Subject EFTSL: 0.125

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.