BEX5300 Applied financial econometrics
Faculty of Business and Economics
BEX5300 Applied financial econometrics is a level 5, 0-credit-point, postgraduate unit from the Faculty of Business and Economics. It isn't offered in 2020. It has no prerequisites.
- Credit points
- 0
- Offered in 2020
- Not offered
- Workload
- 144 hours
- per semester
The 2027 handbook has no page for BEX5300. This is its 2020 entry, the latest one.
Reviews
No reviews yetNo reviews yet. Be the first to review BEX5300.
Requisites
Before BEX5300
Prohibitions
You can't enrol if you have passed any of these.
After BEX5300
No unit lists BEX5300 as a prerequisite in the 2020 handbook.
Enrolment rules
Students must be enrolled in course 0029 or 3194.
Equivalent units
The same content under another code. Only one of them counts.
Overview
Illustrates how statistical and econometric methods can be applied to financial data to solve problems arising in financial markets. Also covers modelling, estimating and testing the volatility of financial markets. Practical examples will be discussed in lectures to enhance the understanding of analysing financial data using the statistical and econometric tools taught in this unit. An integral component will be the completion of a number of minor research projects enabling students to develop the necessary skills.
Offerings in 2020
The 2020 handbook lists no offerings for BEX5300.
Learning outcomes
When you finish this unit, you should be able to:
- 1
identify the issues involved when modelling the dynamics of financial markets
- 2
estimate volatility models using econometrics software
- 3
critically evaluate the financial econometrics literature
- 4
explain the financial market applications of the non linear models developed
- 5
undertake a research project that applies the techniques and analysis to a financial market of interest.
Workload and teaching
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
Contacts
- Chief Examiners
- Associate Professor Xibin Zhang
Common questions
What are the prerequisites for BEX5300?
BEX5300 has no prerequisites, but enrolment rules apply.
When is BEX5300 offered?
BEX5300 has no offerings listed in the 2020 handbook.
How much work is BEX5300?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
More details
- Credit points
- 0
- Level
- 5
- Study level
- Postgraduate
- Faculty
- Faculty of Business and Economics
- Organisational unit
- Department of Econometrics and Business Statistics
- Type
- HDR
- EFTSL
- 0
- Student contribution
- SCA Band 3
- Study abroad
- Not available
- Handbook years
- 2020