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Unit of study_
ECMT2130: Financial Econometrics
2025 unit information
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.
Unit details and rules
Managing faculty or University school:
Arts and Social Sciences
| Study level | Undergraduate |
|---|---|
| Academic unit | Economics |
| Credit points | 6 |
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Prerequisites:
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(ECMT2110 or ECMT2010 or ECMT1010 or BUSS1020 or ((MATH1005 or MATH1905) and MATH1115) 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 |
| Assumed knowledge:
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None |
At the completion of this unit, you should be able to:
- LO1. demonstrate an understanding of the basic principles and theories of financial economics
- LO2. analyse and interpret financial data from diverse sources using economic and econometric models
- LO3. select and utilise relevant techniques and principles to analyse risk and return characteristics of financial time-series data
- LO4. compile and present relevant commercial information to decision-makers using appropriate data management and IT tools.
Unit availability
This section lists the session, attendance modes and locations the unit is available in. There is a unit outline for each of the unit availabilities, which gives you information about the unit including assessment details and a schedule of weekly activities.
The outline is published 2 weeks before the first day of teaching. You can look at previous outlines for a guide to the details of a unit.
| Session | MoA ? | Location | Outline ? |
|---|---|---|---|
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Semester 1 2024
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Normal day | Camperdown/Darlington, Sydney | |
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Semester 2 2024
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Normal day | Camperdown/Darlington, Sydney |
| Session | MoA ? | Location | Outline ? |
|---|---|---|---|
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Semester 1 2025
|
Normal day | Camperdown/Darlington, Sydney |
Outline unavailable
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Semester 2 2025
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Normal day | Camperdown/Darlington, Sydney |
Outline unavailable
|
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Modes of attendance (MoA)
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