Financial Statistics
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Course Description
Topics in financial statistics with focus on current research: Time-series modeling, volatility modeling, high-frequency statistics, large-dimensional factor modeling and estimation of continuous-time processes. Prerequisites: 220, 226 or STATS 200, 221 or STATS 217, 245A, or equivalents.
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No
Course Component
Lecture
Enrollment Optional?
No
Programs
MS&E349
is a
completion requirement
for:
- (from the following course set: )
- (from the following course set: )