The Econometrics of Financial Markets

Postgraduate | 2026

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Mode
Mode
Your studies will be on-campus, and may include some online delivery
On campus
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Area/Catalogue
BAFI 5022
Course ID icon
Course ID
205333
Campus icon
Campus
Adelaide City Campus
Level of study
Level of study
Postgraduate
Unit value icon
Unit value
6
Course owner
Course owner
Adelaide University
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Course level
5
Work Integrated Learning course
Work Integrated Learning course
No
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Inbound study abroad and exchange
Inbound study abroad and exchange
The fee you pay will depend on the number and type of courses you study.
No
University-wide elective icon
University-wide elective course
No
Single course enrollment
Single course enrolment
No

Course overview

This course will provide students with an advanced understanding of econometric techniques with financial market applications. Students will develop the skills to read and understand empirical research, and to conduct econometric analysis and empirical research. A review of statistical inference; data management; linear regression; time series regression; panel regression; GARCH models; vector autoregression models; axioms of empirical research and scientific enquiry.

Course learning outcomes

  • Read and critically interpret empirical finance literature as well as literature containing empirical techniques and applications to applied finance.
  • Use graphical, statistical and econometrics data representation techniques in order to analyse financial data, investor behaviour and perform econometric testing of financial theories and concepts.
  • Develop an empirical model for testing a particular finance theory or phenomenon.
  • Use appropriate tests to determine the generalisability and reliability of the numerical output of a particular empirical model.
  • Explain the necessary methodological links that must exist between formulation and testing of a given financial theory.
  • Produce research reports incorporating empirical results and quantitative analyses of an empirical financial phenomenon in both individual and collaborative environments.
  • Demonstrate UniSA Business Enterprise Skills in the context of the Finance discipline: Problem Solving (intremediate and advanced levels).

Prerequisite(s)

N/A

Corequisite(s)

N/A

Antirequisite(s)

  • must not have completed BANK5038 The Econometrics of Financial Markets at the University of South Australia

Assumed knowledge

N/A

Textbook(s)

N/A

Inherent requirements

N/A

Other resources

N/A

Assessment

N/A

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Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.

The Student Contribution amount displayed below is for students commencing a new program from 2021 onwards. If you are continuing in a program you commenced prior to 1 January 2021, or are commencing an Honours degree relating to an undergraduate degree you commenced prior to 1 January 2021, you may be charged a different Student Contribution amount from the amount displayed below. Please check the Student Contribution bands for continuing students here. If you are an international student, or a domestic student studying in a full fee paying place, and are continuing study that you commenced in 2025 or earlier, your fees will be available here before enrolments open for 2026.