This class was created by Brainscape user Ari Heiy. Visit their profile to learn more about the creator.

Decks in this class (16)

Ch 3 - Time series concepts
No deck description has yet been added by the author.
4  cards
Ch 4 - ARMA processes
No deck description has yet been added by the author.
9  cards
Ch 5 - Empirical features of financial asset returns
No deck description has yet been added by the author.
7  cards
Ch 6 - Testing for predictability in financial time series
No deck description has yet been added by the author.
5  cards
Ch 7 - Efficient market hypothesis and market predictability
No deck description has yet been added by the author.
14  cards
Ch 8 - Modelling asset volatility : an introduction
No deck description has yet been added by the author.
4  cards
Ch 9 - Modelling asset return volatility: extensions
No deck description has yet been added by the author.
8  cards
Ch 10 - Multivariate volatility models
No deck description has yet been added by the author.
4  cards
Ch 11 - Optimal forecasts and forecast evaluation
No deck description has yet been added by the author.
4  cards
Ch 12 - Forecast comparison and combination
No deck description has yet been added by the author.
4  cards
Ch 13 - Risk management and value at risk models
No deck description has yet been added by the author.
10  cards
Ch 14 - Risk management and VaR backtesting
No deck description has yet been added by the author.
6  cards
Ch 15 - High frequency data : Diurnality
No deck description has yet been added by the author.
4  cards
Ch 16 - Modelling high frequency data : Irregularly spaced data
No deck description has yet been added by the author.
7  cards
Ch 17 - Modelling high frequency financial data : Discreteness
No deck description has yet been added by the author.
2  cards
Ch 18 - Spurious regressions and persistent time series
No deck description has yet been added by the author.
6  cards

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qf

  • Class purpose General learning

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