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 or other econometric software.

Teaching Periods and Locations

Occurrence Code The occurrence code shows when and where the paper occurrence is offered e.g. 24 (2024) year + A (trimester/teaching period) + HAM (Hamilton).	Teaching Period The trimester or teaching period, start and end dates for the paper occurrence.	Location Where the paper occurence is offered.	Delivery mode How the paper occurrence will be offered - in-person, online, or blended (FLEXI) to suit both in-person and online audiences.	Assessment weighting The internal assessment examination weighting indicates how much of the paper is internally assessed and how much is formally examined. Examinations are scheduled in a formal examination period.
25G (HAM) Paper outline	G Semester : 10 Nov 2025 - 21 Dec 2025	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

Name	Day	Time	Room	Dates
Lecture 1	Thur	10:00 AM - 1:00 PM	MSB.0.29, Hamilton	Nov 13 - Dec 21

Visit the online timetable for this paper for more details

Indicative Fees

Occurrence When (the year and trimester) the paper occurence is offered.	Domestic Tuition Fee Domestic student fees are a singular tuition fee.
25G (HAM)	$1,137

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.

Occurrence When (the year and trimester) the paper occurence is offered.	International Tuition Fee International student fees are a singular fee.
25G (HAM)	$4,742

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