Advanced Financial Economics
Asset pricing, portfolio theory and derivative valuation for actuaries and financial analysts.
Financial Time Series and Econometrics Modelling
Time series and econometric techniques for financial and economic data.
Advanced 6 topics 12 months access Online reader
About this course
Methods for data that unfold over time. The course covers stationarity and ARIMA models, volatility modelling with ARCH and GARCH, regression and panel econometrics, and forecasting, with applications to markets and macroeconomic data.
What you will learn
- Test for stationarity and fit ARIMA models
- Model time-varying volatility with ARCH and GARCH
- Estimate and interpret econometric regression models
- Produce and evaluate forecasts
Course topics
- Stationarity and autocorrelation
- ARMA and ARIMA models
- Volatility models: ARCH and GARCH
- Regression and its assumptions
- Panel data methods
- Forecasting and evaluation
Who this course is for
- Postgraduate students in finance, economics and statistics
- Researchers working with market or macroeconomic data
- Quantitative and risk analysts
Before you start
Statistics and linear regression.
How access works
After payment, the course materials appear in My Learning. They open in a secure online reader on your phone, tablet or computer for 12 months. Materials are view-only and cannot be downloaded. Buying again extends your access from the current end date.
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