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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 Second Semester
Domestic Tuition Fees (NZD) $829.65
International Tuition Fees (NZD) $3,993.30

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Prerequisite
FINC 203
Restriction
STAT 241
Schedule C
Commerce
Contact
accountancyfinance@otago.ac.nz
Teaching staff
To be advised.
Paper Structure
The aim of this paper is to provide more specialised training on econometric techniques used in finance and economics. Econometrics helps us to empirically test theories and understand relationships between variables that are of interest for businesses and financial institutions. The audience of this paper consists of students who seek a sophisticated knowledge and skills required to perform day-to-day financial analysis tasks and data analysis in 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
  • Understand types and forms of data and how to use them in econometric analysis.
  • Identify sources of financial data (Bloomberg, Capital IQ, Compustat, Yahoo Finance, etc.) to retrieve necessary data for econometric analysis.
  • Demonstrate knowledge in econometric methods such as regression analysis and time series analysis.
  • Apply appropriate econometric methods using STATA software in day-to-day financial problem solving and research work.
  • Demonstrate the ability to report and present results obtained from analysis.
Course outline
View the course outline for FINC 308

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Timetable

Second Semester

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

Lecture

Stream Days Times Weeks
Attend
A1 Monday 15:00-15:50 28-34, 36-41
Wednesday 15:00-16:50 28-34, 36-41

Tutorial

Stream Days Times Weeks
Attend
A1 Tuesday 12:00-12:50 28-34, 36-41