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This unit focuses on the financial models and econometric methods necessary to critically evaluate the risk and return characteristics of various fund-management strategies. Asset-pricing models and market efficiency are tested using econometric models that are popular in banking and finance, using industry-standard software. A core learning outcome is competency with that software. Students work with real and simulated data to specify, estimate, and test the linear regression models and the univariate time-series models that are at the core of the unit. The unit equips students with the conceptual framework and applied skills relevant to quantitative careers in finance and policy.
Code | ECMT2130 |
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Academic unit | Economics |
Credit points | 6 |
Prerequisites:
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(ECMT2110 or ECMT2010 or ECMT1010 or BUSS1020 or MATH1005 or MATH1905 or DATA1001 or DATA1901 or ENVX1002) and (ECON1001 or ECON1040 or BUSS1040) |
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Corequisites:
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None |
Prohibitions:
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ECMT2030 |
At the completion of this unit, you should be able to:
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