MS&E349 - Financial Statistics

Topics in financial statistics with focus on current research: Time-series modeling, volatility modeling, high-frequency statistics, large-dimensional factor modeling and estimation of continuous-time processes. Prerequisites: 220, 226 or STATS 200, 221 or STATS 217, 245A, or equivalents.
Career
Graduate
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No

Course Component
Lecture
Enrollment Optional?
No