Financial Econometrics

This class was created by Brainscape user Sarah Inman. Visit their profile to learn more about the creator.

Flashcard maker: Sarah Inman

Decks in this class (10)

Linear Time Series Models
The creator of this deck did not yet add a description for what is included in this deck.
35  cards
Linear Time Series Prediction
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11  cards
Volatility Modelling - ARCH
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8  cards
Volatility Modelling - GARCH
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10  cards
Asymmetric volatility
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15  cards
Time Series
The creator of this deck did not yet add a description for what is included in this deck.
10  cards
Volatility Forecasting
The creator of this deck did not yet add a description for what is included in this deck.
16  cards
Conditional distribution of returns
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17  cards
Covariance Modeling
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19  cards
DCC
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7  cards

More about
Financial Econometrics

  • Class purpose General learning

The creator of this class did not yet add a description for what is included in this class.

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