Course

Empirical Studies in Finance - MFIN6210

Faculty: Australian School of Business

School: School of Banking and Finance

Course Outline: MFIN6210 Course Outline

Campus: Kensington Campus

Career: Postgraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite: enrolment in program 8406

CSS Contribution Charge: 3 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

Description

Introduces students to financial econometrics, the science of combining finance theory and statistical techniques to analyze financial data. Theoretical tools necessary to do applied econometric research in finance are discussed. Focus is on probability, statistical models, and statistical optimization and estimation techniques. The least squares methodology for single explanatory and multiple explanatory variables is covered. Students are introduced to implementing these analysis techniques using appropriate software.
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