Mar 28, 2024  
2021-2022 General Catalog 
    
2021-2022 General Catalog ARCHIVED CATALOG: To search archives, MUST use search box to left. Current catalog: catalog.usu.edu.

STAT 6180 - Financial Time Series


2 credits

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

Prerequisite/Restriction: STAT 5170  or STAT 6170  with a grade of C- or better