UMass Boston

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Time Series Analysis of Financial Data

Course Overview

Date / Time Location Credits Minimium Tuition*
1/27/25 - 5/14/25
Tu 4p.m. – 6:45p.m.		 Wheatley W02-0124 3 $2557 (guest students)
Date
1/27/25 - 5/14/25
Time
Tu 4p.m. – 6:45p.m.
Location
Wheatley W02-0124
Credits
3
Min. Tuition*
$2557 (guest students)

Description

The emphasis of this course will be to introduce students to time series data in financial accounting and finance. The course introduces the students to a variety of econometric techniques and the latest developments in the area of financial econometrics and quantitative finance. Topics include maximum likelihood, generalized method of moments, extremum estimators, selected topics in time series analysis, limited dependent variable model, nonparametric kernel estimators, predictability of asset returns, univariate and multivariate volatility modeling, estimation of dynamic equilibrium models, estimation and inference in continuous-time models, and Value at Risk models.

This course is closed for registration.

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Course Details

Session

Regular Academic Session

Class Dates

1/27/2025 - 5/14/2025

Location

Wheatley W02-0124

Enrolled / Capacity

1 / 20

Status

Closed

Instructor

Chi Wan

Tuition*

$2557 (guest students)

* The tuition estimate is based on minimum, single-course cost to a new student who is a Massachusetts resident and not enrolled in a multi-course program. State residency, online/in person modality, and matriculation to a degree program may affect cost.

Tuition Details