Overview
This unit provides an introduction to the field of financial econometrics which draws on ideas and methods from finance, economics, probability, statistics and applied mathematics, and uses them to explain the complex world of finance and financial instruments. You will learn about different aspects of asset pricing, namely specification, estimation … For more content click the Read More button below.
Offerings
S1-01-CLAYTON-BLENDED
Requisites
Prerequisite
Prohibition
Rules
Enrolment Rule
Contacts
Chief Examiner(s)
Dr Hsein Kew
Learning outcomes
On successful completion of this unit, you should be able to:
1.
describe the time series and distributional features of financial data
2.
explain appropriate specification, estimation and testing of asset pricing models
3.
evaluate the need for volatility models for financial returns
4.
describe the specification and estimation of conditional volatility models.
Teaching approach
Active learning
Assessment
1 - Within semester assessment
2 - Examination
Scheduled and non-scheduled teaching activities
Seminars
Tutorials
Workshops
Workload requirements
Workload
Learning resources
Technology resources
Other unit costs
Costs are indicative and subject to change.
Electronics, calculators and tools: $100