Econometrics (Ⅰ) National Taiwan University
This course is about the econometric analysis of financial time series. We will cover some popular and useful methods and their empirical applications. These methods include ARIMA processes, GARCH models, stochastic volatility models, and continuous-time models. If time is allowed, we will also look at copula methods and their applications in finance.
First priority: Master or PhD studnents in Finance
Online Course Requirement
Site for Inquiry
Please inquire about the courses at the address below.