2023-24 Fall - MSBD5006 - Quantitative Analysis of Financial Time Series

Course

Description

Analysis of asset returns: autocorrelation, predictability and prediction. Volatility models: GARCH- type models, long range dependence. High frequency data analysis: transactions data, duration. Markov switching and threshold models. Multivariate time series: cointegration models and vector GARCH model.
Course period1/09/2331/12/23
Course levelPG
Course formatLecture