STAT 434 - Financial and Economic Time Series

Institution:

University of Pennsylvania

Subject:

Description:

Steele. Prerequisite(s): STAT 101 - 102 or 431. Familiarity with linear algebra. This course will introduce students to the time series methods and practices which are most relevant to the analysis of financial and economic data. After an introduction to the statistical programming language S-Plus the course develops an autoregressive models, moving average models, and their generalizations. The course then develops models that are closely focused on particular features of financial series such as the challenges of time dependent volatility.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.upenn.edu

Phone Number:

(215) 898-5000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.