University of Technology, Sydney

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25922 Financial Econometrics

There are course requisites for this subject. See access conditions.



This subject extends knowledge of financial econometrics and model building to enable comprehension of advanced research literature and confident use of econometric techniques in finance research. Topics include: maximum likelihood estimation and inference in linear and nonlinear models; modern time series methods of dealing with integrated variables; models for cross-sectional data; and application of econometric techniques used in empirical finance research.

Detailed subject description.

Fee information

Information to assist with determining the applicable fee type can be found at Understanding fees.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.