UNSW Handbook Course - Research Methods in Finance 2

Research Methods in Finance 2 - FINS4779


	Faculty: Faculty of Commerce and Economics
	School: School of Banking and Finance
	Contact: Sim,Ah Boon
	Campus: Kensington Campus
	Career: Undergraduate
	Units of Credit: 6
	EFTSL: 0.125 (more info)
	Contact Hours per Week: 3
	Enrolment Requirements:
	Prerequisite or corequisite: FINS3775 or FINS4775
	Session Offered: See Class Timetable
	Fee Band: 2 (more info)

Description

A more advanced course in empirical methods in finance, covering general methodological aspects, testing of hypotheses and falsifiability principle. Review of relevant econometric material applications to topics such as generalised beta models of market equilibrium (including CAPM, APT), foreign exchange risk premium, stock price variability and volatility estimation.

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