| STATISTICS FOR FINANCE
(obiettivi)
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)
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Università Roma Tre