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.

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.