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401-8923-00L
3
Credits
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Introduction to Financial Econometrics and Mathematical Statistics
Introduction to financial econometric and mathematical statistics
Last Updated: 2026-02-05 14:59:01
Abstract
ContentReview of Basic Probability TheoryUnivariate Random VariablesUnivariate TransformationsBasics of Statistical InferenceLikelihood TheoryAutoregressive ProcessesARMA ModelsGARCH Models
General Information
- Language
- English
- Frequency
- Yearly recurring
Examination
- Type
- end-of-semester examination
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture | Introduction to financial econometrics and mathetical statistics |
|
2 h weekly |
Offered In
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Master of Advanced Studies in Finance (For information and admission see . Abkürzungen / Abbreviations: O obligatorisches Fach / obligatory course; W Wahlpflichtfach / elective course; E empfohlenes Fach / recommended or optional course)
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