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Econometrics for finance

BFX4003

Synopsis

This unit introduces you to the financial econometrics models and techniques that are commonly used in empirical finance research. The topics covered in this unit include conditional expectations, linear projections, linear regression models, unobserved effects, and instrumental variables.

Sourced from the Monash Handbook 2026.

Quick facts

Credit points
6
Level
4
Audience
Undergraduate
Type
Coursework
School
Faculty of Business and Economics
Faculty
Department of Banking and Finance
Handbook year
2026

Prerequisites

No prereqs in the handbook graph.

What it unlocks

Nothing in the visible graph depends on this unit.

Offerings (1)

  • First semesterCaulfield · ON-CAMPUS

Listed in 1 area of study

  • FinanceCore units