25606 Financial Time Series

Faculty of Business: Finance and Economics
Credit points: 6 cp

Subject level: Undergraduate

Result Type: Grade and marks

Requisite(s): ((25906 Portfolio Theory and Investment Analysis (Advanced) OR 25503 Investment Analysis) AND 25557 Corporate Finance: Theory and Practice)
These requisites may not apply to students in certain courses.
There are also course requisites for this subject. See access conditions.

Handbook description

A number of theoretical models have been developed in the area of corporate finance. Students have been exposed to the major models in preceding subjects. This subject investigates the techniques that are required to empirically test these models and conducts a number of empirical tests using Australian financial markets data.