MSA410 Financial Time Series 7,5 hec


This course introduces time-series techniques and their application to the analysis and forecasting of financial time-series. Emphasis is given to nonlinear methods applied to high-frequency financial data. The theoretical discourse is supplemented by hands-on data analysis. Familiarity with a statistical software analysis tool (like Matlab, Splus, R) is assumed.
 

Syllabus

 
The course is given
  •  in the second half of spring
  • jointly with Chalmers TMS088 - earlier TMS087
 
 

Course information 2018

Course information 2017

Course information 2016

Course information 2015

Course information 2014

  • Course coordinator:Mattias Sundén
  • Schedule

Course information 2013

  • Course coordinator: Mattias Sundén
  • Schedule

Course information 2012

  • Course coordinator: Holger Rootzen
  • Schedule

Course information 2011

  • Course coordinator: Carl Lindberg
  • Schedule

Course information 2010

  • Course coordinator: Carl Lindberg
  • Schedule

Course information 2009

  • Course coordinator: Mattias Sundén
  • Schedule

Course information 2008

  • Course coordinator: Catalin Starica
  • Schedule

Published: Tue 18 Feb 2020.