FORECASTING FINANCIAL MARKETS

ECON 413

Introduces statistical models for financial price and risk. ARMA, GARCH, Value-at-Risk. Covers both theory underlying these models and practical implementation using statistical software (MATLAB). Instructor: Patton. One course

Course File Attachment: 

Day / Time: 

Tu 03:05 PM-05:35 PM

Location: 

Social Sciences 139

Instructor: 

Patton, Andrew

Section: 

01