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MACROECONOMIC AND FINANCIAL FORECASTINGучебный курс
- Авторы: Артамонов Н.В., Курбацкий А.Н.
- Год создания: 2019
- Организация: МГУ имени М.В. Ломоносова
- Курс на иностранном языке
- Описание: Macroeconomic and Financial Forecasting is one of the most important courses during which students will learn how to apply the theoretical knowledge into time series analysis. The goal of this course is to familiarize the students with fundamental concepts and methods of econometric analysis. The course will equip you with practical skills needed in nowadays work of financial and economic analysis. The course also is preparing for the CFA exam. The course introduces the most important models for times series analysis and forecasting. It covers stationary ARMA, unit root tests and ARIMA, VAR, cointegration and VECM, ARCH and GARCH, modelling of seasonality. Prerequisites: Quantitative Methods and Financial Mathematics.
- Добавил в систему: Курбацкий Алексей Николаевич