Dec 20, 2025  
Undergraduate Record 2016-2017 
    
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Undergraduate Record 2016-2017 [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