Modeling Financial time series (2 Day)

Date: Check the latest schedule
Time: 9:15AM - 4:15PM
Price: $2,180 + gst
Bookings: Please email enquiries@solutionmetrics.com.au or
                 call +61 2 9233 6888

We also offer the course online or in-house/at your office

Convenience of staff not travelling + more economical per user. For more info/pricing, please email enquiries@solutionmetrics.com.au or call +61 2 9233 6888

Course Description

Course includes, manipulation and visualization of Financial Data; Univariate Stationary Models; Univariate Nonstationary Models; Stationarity and Nonstationarity Unit Root Tests; Long Memory Models; Vector Autoregressive Models; Cointegration Models; Univariate GARCH Models and Multivariate GARCH Models

Course will provide participants with a strong foundation for conducting analyses of financial data.

Prerequisites

The participants need not be familiar with S+ or R. However, a working knowledge of any statistical software will be useful. Basic knowledge of elementary statistics will be assumed. This course is not meant to teach the theory of statistical modelling.

Who Should Attend

The course is aimed at forecasters and researchers in: Economics and Finance, Financial Modelling, Arbitrage Trading, Equity and Currency Trading Foreign Exchange, Fixed Income and Options Markets, Quantitative Investment Management, Energy Load Forecasting, Market Research, Portfolio Management, Risk Management and Quantitative Analysis.

Fees include refreshments and course materials.

In-house pricing/info: please email enquiries@solutionmetrics.com.au call +61 2 9233 6888