Financial Statistics
Lecture
Main Campus
Course Description
Topics in financial statistics with focus on current research: Time-series modeling, volatility modeling, high-frequency statistics, large-dimensional factor modeling and estimation of continuous-time processes.
MS&E 349
Units: 3
See When It's Offered opens a new window opens in a new tab
Typically Offered
Not Available
Grading Basis
Letter or Credit/No Credit
Class Level
Graduate
Instructional Mode
In Person
Gen Ed Requirement(s)
None