Financial Time Series

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Aims：This course aims to provide a comprehensive and systematic introduction to financial time series models and their applications to modelling and prediction of financial time series data.Learning objectives：

At the end of the course students should:

• Know the basic characteristics of financial data, understand the application of financial time series models, and gain the experience in analysing financial time series.
• Have a reasonable ability to derive theoretical results relating to some important financial time series models.
• Have a reasonable ability to fit time series models to financial time series data, and carry out related predictions using appropriate computer software.
• Have a reasonable ability to use residual plots and other techniques to assess the goodness of fit of a time series model to a financial time series.
• Have a reasonable ability to choose between alternative time series models for sets of financial time series data.
  

Syllabus：

Returns & their characteristics; Simple linear time series models & their applications; Univariate volatility modeling & its implications; High-frequency financial data and market micro-structure.

notes.pdf (1.02 MB, 需要: 8 个论坛币)

2016-1-11 03:08:32 上传

Financial Time Series and Their Characteristics
需要: 8 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：Time Series financial Financia inancial nancial Series