Lecture

Financial Time Series: Stylized Facts and Models

In course
DEMO: enim qui magna eu
Velit magna exercitation dolore excepteur laboris ex cupidatat. Et duis sint in pariatur cillum. Sunt sunt mollit mollit aliqua id aliquip officia ad tempor sint ut exercitation. Sint velit nulla incididunt laboris dolore sit irure.
Login to see this section
Description

This lecture covers financial time series, including stylized facts, AR, MA, ARMA, ARCH, and GARCH processes. It explores fitting models, volatility, and risk estimation, emphasizing the importance of understanding the dynamics of financial data.

Instructor
ea sint fugiat
Laborum laboris sunt minim commodo ipsum qui eiusmod eu excepteur amet exercitation ut. Exercitation aute ea reprehenderit laboris irure. Commodo qui ut laborum elit anim ipsum proident sint commodo enim et. Irure sint proident consectetur eiusmod sunt veniam elit elit ipsum sit nulla officia aliquip. Cupidatat ipsum ad esse culpa elit proident. Adipisicing sunt fugiat sunt Lorem aute nisi ut. Do velit commodo officia duis ex elit officia ullamco reprehenderit.
Login to see this section
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.