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: 

MF 10:05 AM-11:20 AM

Location: 

Soc/Psych 129

Instructor: 

Patton, Andrew

Section: 

01