STAT6180

Download as PDF

STAT6180 - Financial Time Series - 2 - Credits

Mathematics & StatisticsCollege of Arts & Sciences

Course Prefix

STAT

Course Number

6180

Course Title

Financial Time Series

Grade Mode

Standard Letter

Repeat Status

NR

Course Description

This course introduces students to financial time series modeling covering the topics of asset volatility, GARCH models, high-frequency data, and risk management.

Credit Hours Min

2
Prerequisite
Earn a minimum grade of C- in the following: