12.12.2016By 황은주
금융시계열분석
좋아요 0 저장수 0
Financialtimeseriesanalysisisconcernedwiththetheoryandpracticeofassetvaluationovertime.Westudythetheoriesandprobabilisticcharacteristicsoffinancialtimeseriesmodelswhichareusedinfinancialmarkets.ParametricandnonparametricestimationswillbedealtwithforlineartimesereismodelsandnonlineartimeseriesmodelssuchasAR, MA, ARMA, ARCH, GARCH as well as high-frequency financial time series.