Subject description
This subject enables students to apply econometric modelling techniques to analyse contemporary finance and economics issues. Students will learn the fundamentals of econometric modelling and numerous modelling techniques and methods, utilise specialised econometric software to apply to real world finance and economic data, and apply various hypothesis tests of models' … For more content click the Read More button below.
Enrolment rules
Pre-Requisite
Equivalence
ECON240 - Financial Modelling
Delivery
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Learning outcomes
On successful completion of this subject, students will be able to:
1.
Critically appraise important financial econometric methods in order to interpret estimation results, their applications and limitations.
2.
Explore standard asset pricing models in the framework of the general linear regression model.
3.
Apply econometric modelling techniques to analyse contemporary finance and economics issues.
4.
Provide an in-depth analysis of model diagnostics, time-series modelling and forecasting, dealing with stationary and non-stationary data, and modelling financial market volatility.
5.
Apply EViews software package to conduct various econometric tests, estimation and forecasting.
Assessment details
Tutorial/lab tasks
Mid session exam
EViews test
Final exam
Work integrated learning
Foundational WIL:This subject contains elements of "Foundational WIL". Students in this subject will observe, explore or reflect on possible career pathways or a work-related aspect of their discipline.
Textbook information
No prescribed textbooks for this subject.
Contact details
Faculty contact