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25837 Financial Econometrics

UTS: Business: Finance and Economics
Credit points: 6 cp

Subject level: Postgraduate

Result Type: Grade and marks

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.

Handbook description

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.