21210097 - STATISTICS FOR FINANCE

The goal of the course is to provide to participants with a basic knowledge of
modern time series econometrics with applications to financial data
attention will be devoted to:
- univariate models (ARMA)
- integration in time series
- SARIMA model
- Forecasting
- specific models to account for volatility (ARCH, GARCH)

BACCHINI FABIO

scheda docente | materiale didattico