ECON 424 Time Series Analysis in Economics and Finance II
|
|
This course is a continuation of Econ 423, the aim of the course is to introduce students to contemporary time
series analysis with a special emphasis on high-frequency data applications. The topics covered are Linear
Filters, Optimum Linear Filters, Wavelet transformation, Artificial Neural Networks, Multifractality and Scaling
Analysis, Stochastic Volatility, Markow Chains, and Extreme Value Theory.
Credit units: 3 ECTS Credit units: 6, Prerequisite:
ECON 302.
|
|
|
| Bilkent University Main Page |
Last regenerated automatically on August 19, 2008 by OAC - Online Academic Catalog Software.
|
|
