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Research Methods in Finance 2 - FINS4779
Science students

 
Faculty: Australian School of Business
 
 
School:  School of Banking and Finance
 
 
Course Outline: http://banking.web.unsw.edu.au/
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite or corequisite: FINS3775 or FINS4775
 
 
Equivalent: FINS5579
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
 

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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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.