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). Prerequisites: (Mathematics 202, 212, 216, 221, or 222) and (Economics 204D or 208D, or Statistics 111 or 130, or Statistics 230/Mathematics 230, or Statistics 250/Mathematics 342). Instructor: Patton. One course

Prerequisites

Prerequisite: (MATH 202, 212, 216, 221, or 222) and (ECON 204D or 208D, or STA 111L or 130L, or MATH 230/STA 230 or STA 250/MATH 342)

Curriculum Codes
  • QS
  • SS