Time Series Analysis

2024/2025

Учебный год

ENG

Обучение ведется на английском языке

3

Кредиты

Кто читает:

Банковский институт

Статус:

Курс по выбору

Когда читается:

1-й курс, 3 модуль

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.