printer friendly pageMS&E 349: 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.
Terms: Spr
| Units: 3
Instructors:
Pelger, M. (PI)
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