Financial Time Series Modeling and Forecasting (FTSMF) studies econometric methods and programming tools that would help (financial) economists to analyze economic and financial time series data in their economics and finance application. FTSMF covers not only traditional time series methods such as ARIMA model, volatility model, state-space model, vector auto-regression, and co-integration models, but also the estimation and forecasting of the nonlinear models such as Markov regime switching model, artificial neural network.
HRD 콘텐츠
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