Overview

This unit focuses on the specification, estimation and testing of asset pricing models, including the capital asset pricing model and extensions; the statistical characteristics of financial data emphasising skewness, kurtosis and volatility aspects; volatility models such as ARCH models of financial time series, with applications to stock prices, derivatives, and … For more content click the Read More button below.

Offerings

S1-01-CLAYTON-ON-CAMPUS

Contacts

Chief Examiner(s)

Dr Natalia Bailey

Assessment summary

Within semester assessment: 40% + Examination: 60%

Workload requirements

Workload

Other unit costs

Costs are indicative and subject to change.
Electronics, calculators and tools: $40