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FINC308 Financial Econometrics

Aspects of distribution theory and regression analysis, and an applied study of time series modelling techniques and forecasting.

This paper builds on FINC 203 (Data Analysis) to provide more-specialised training of advanced econometric techniques used in postgraduate and research studies, as well as research-analysis types of jobs. Thus, the first and foremost audience of this paper is students who plan postgraduate studies in the future (e.g. those who will undertake Master-™s or PhD research must take this paper).

Paper title Financial Econometrics
Paper code FINC308
Subject Finance
EFTS 0.1500
Points 18 points
Teaching period Not offered in 2017
Domestic Tuition Fees (NZD) $813.45
International Tuition Fees Tuition Fees for international students are elsewhere on this website.

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Prerequisite
FINC 203
Restriction
STAT 241
Schedule C
Commerce
Contact
accountancyfinance@otago.ac.nz
Teaching staff
Dr Numan Ulku
Paper Structure
Econometrics helps us empirically test theories and understand relationships between variables that are of interest for businesses and financial institutions. Successful completion of this paper will help you gain skills that will allow you to distinguish yourself (e.g. to be one of the few in your workplace who can conduct an econometric analysis or read and understand an empirical study), to apply for technical-expertise jobs and to successfully conduct academic research.
Teaching Arrangements
This is an applied econometrics paper. All classes are held in a computer lab.
Textbooks
"Introductory Econometrics for Finance" by Chris Brooks, 2008
Graduate Attributes Emphasised
Critical thinking, Research, Self-motivation, Teamwork.
View more information about Otago's graduate attributes.
Learning Outcomes
  • Have good understanding of types and forms of data and how to use them in econometric analysis
  • Be reminded of, and now better understand and internalise, the principles and diagnostics of regression analysis and its statistical inference
  • Learn advanced time-series techniques, such as ARIMA, VAR, Cointegration and GARCH
  • Be able to read and understand empirical research studies that use these econometric techniques
  • Be able to replicate the empirical work of some of these studies
  • Know how to access data sources and prepare data for econometric analysis

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Timetable

Not offered in 2017

Location
Dunedin
Teaching method
This paper is taught On Campus
Learning management system
Blackboard

Aspects of distribution theory and regression analysis, and an applied study of time series modelling techniques and forecasting.

This paper builds on FINC 203 (Data Analysis) to provide more-specialised training of advanced econometric techniques used in postgraduate and research studies, as well as research-analysis types of jobs. Thus, the first and foremost audience of this paper is students who plan postgraduate studies in the future (e.g. those who will undertake Master's or PhD research must take this paper).

Paper title Financial Econometrics
Paper code FINC308
Subject Finance
EFTS 0.1500
Points 18 points
Teaching period Not offered in 2018
Domestic Tuition Fees Tuition Fees for 2018 have not yet been set
International Tuition Fees Tuition Fees for international students are elsewhere on this website.

^ Top of page

Prerequisite
FINC 203
Restriction
STAT 241
Schedule C
Commerce
Contact
accountancyfinance@otago.ac.nz
Teaching staff
To be advised.
Paper Structure
Econometrics helps us empirically test theories and understand relationships between variables that are of interest for businesses and financial institutions. Successful completion of this paper will help you gain skills that will allow you to distinguish yourself (e.g. to be one of the few in your workplace who can conduct an econometric analysis or read and understand an empirical study), to apply for technical-expertise jobs and to successfully conduct academic research.
Teaching Arrangements
This is an applied econometrics paper. All classes are held in a computer lab.
Textbooks
"Introductory Econometrics for Finance" by Chris Brooks, 2008
Graduate Attributes Emphasised
Critical thinking, Research, Self-motivation, Teamwork.
View more information about Otago's graduate attributes.
Learning Outcomes
  • Have good understanding of types and forms of data and how to use them in econometric analysis
  • Be reminded of, and now better understand and internalise, the principles and diagnostics of regression analysis and its statistical inference
  • Learn advanced time-series techniques, such as ARIMA, VAR, Cointegration and GARCH
  • Be able to read and understand empirical research studies that use these econometric techniques
  • Be able to replicate the empirical work of some of these studies
  • Know how to access data sources and prepare data for econometric analysis

^ Top of page

Timetable

Not offered in 2018

Location
Dunedin
Teaching method
This paper is taught On Campus
Learning management system
Blackboard