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
Requisites
Prerequisite
Prohibition
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