Apr 24, 2024  
Undergraduate Record 2020-2021 
Undergraduate Record 2020-2021 [ARCHIVED RECORD]

STAT 4170 - Financial Time Series and Forecasting

This course introduces topics in time series analysis as they relate to financial data. Topics include properties of financial data, moving average and ARMA models, exponential smoothing, ARCH and GARCH models, volatility models, case studies in linear time series, high frequency financial data, and value at risk.

Credits: 3