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Created 3 months ago by Geethika Bandlamudi

Updated 3 months ago by Geethika Bandlamudi

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Financial Econometrics
Unit 1: Statistical Properties of Financial Returns & Univariate Time Series and Applications to Finance
Unit 2: Modelling Volatility – Conditional Heteroscedastic Models
Unit 3: Modelling Volatility and Correlations – Multivariate GARCH Models
Unit 4: Vector Autoregressive Models (VAR), Granger Causality Test (GCT) and Johansen Cointegration Test (JCT)

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