Note: This is an archived Handbook entry from 2010.
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2010:Semester 2, Parkville - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: Three hours of classes per week plus three hours ofseminars during the semester |
Total Time Commitment: Estimated total time commitment of 120 hours per semester
|Prerequisites:||316-470/316678 Econometric Techniques|
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:||316-449 Financial Econometrics|
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
CoordinatorMr John Shannon
ContactGraduate School of Business and Economics Student Centre
Level 4, 198 Berkeley Street
Telephone: +61 3 8344 1670
Online Enquiries: http://www.gsbe.unimelb.edu.au/future/unity_forms/contact.html
|Subject Overview:||The subject presents an econometric treatment of topics in finance. Normally the finance topics will include portfolio theory, capital asset pricing models, arbitrage pricing theory, efficient markets hypothesis, covered interest parity, term structure of interest rates, and option pricing models. The econometrics topics will include unit roots, cointegration, ARCH modelling, structural change, and regime-switching. The computer software used is EVIEWS.|
|Objectives:||On successful completion of this subject students should be able to: |
|Prescribed Texts:||You will be advised of prescribed texts by your lecturer.|
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
On successful completion of this subject, students should have improved the following generic skills:
Students may not gain credit for both 316-673 Financial Econometrics and 316-449 Financial Econometrics.
Master of Commerce - Economics |
Master of Commerce - Finance
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