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

Day / Time: 

TuTh 03:05 PM-04:20 PM

Location: 

Soc/Psych 126

Instructor: 

Patton, Andrew

Section: 

01