This paper equips students with advanced tools for the analysis of financial data, including the return forecasting, volatility and econometrics of asset pricing. It is an advanced paper utilising the latest research pertaining to financial econometrics. Students will develop skills with R, Stata and other econometric software.

Teaching Periods and Locations


21G (HAM) Paper outline	G Semester : 15 Nov 2021 - 26 Dec 2021	Hamilton	On-campus	100% internal assessment

If your paper outline is not linked below, try the previous year's version of this paper.

This paper is only available to MAppFin students.

Timetabled lectures

21G (HAM)

Name	Day	Time	Room	Dates
Lecture 1	Thur	10:00 AM - 1:00 PM	MSB.0.21, Hamilton	Nov 18 - Dec 19

Visit the online timetable for this paper for more details

Indicative Fees

Domestic

International


21G (HAM)	$998

You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.


21G (HAM)	$3,857

You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.

Available subjects

Finance

Additional information

Subject regulations

FINAN520