Master 2022/2023

Time Series Analysis

Type: Elective course (Master of Finance)

Area of studies: Finance and Credit

Delivered by: HSE Banking Institute

Where: HSE Banking Institute

When: 1 year, 3 module

Mode of studies: distance learning

Online hours: 20

Open to: students of one campus

Instructors: Boris Demeshev

Master’s programme: Finance

Language: English

ECTS credits: 3

Contact hours: 8

Course Syllabus

Abstract

Time Series Analysis (Master level) is an elective course designed for the first year Master students of “Finantial Analytic” Program. This is an intermediate course of Time Series Theory for the students specializing in the field of Finance and Banking. The course is taught in English.The stress in the course is made on the sense of facts and methods of time series analysis. Conclusions and proofs are given for some basic formulas and models; this enables the students to understand the principles of economic theory. The main stress is made on the economic interpretation and applications of considered economic models.