Feb 05, 2025  
Undergraduate Record 2021-2022 
    
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Undergraduate Record 2021-2022 [ARCHIVED RECORD]

STAT 4170 - Financial Time Series and Forecasting

Effective Start Date: 02/16/2016
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.

Requisites: Prerequiste: STAT 3118 or MATH 3100 or APMA 3100 and STAT 3220 or STAT 5120 or ECON 3720

Credits: 3