MTH 9893 Time Series Analysis

1.5 Hours; 1.5 Credits

This course covers univariate and multivariate time series analysis, conditional heteroscedastic models, principal component analysis, and factor models. Students will learn about implementing univariate and multivariate volatility models. Note: Students cannot receive credit for both MTH 9867 and MTH 9893.

MTH 9814, MTH 9815, MTH 9831