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. -- Course Website
Prerequisites: Entry into the Master of Commerce (Finance) or completion of either of the following subjects: Subject Study Period Commencement: Credit Points: ECOM40006 Econometric Techniques Semester 1 12.50 ECOM90013 Econometric Techniques Semester 1 12.50
