GARCH Models in R, Short Course | Part time online | Data Camp | United States
Studyportals
Short Online

GARCH Models in R

1 days
Duration
Free
Free
Unknown
Tuition fee
Anytime
Unknown
Apply date
Anytime
Unknown
Start date

About

The GARCH Models in R course at Data Camp  gradually moves from the standard normal GARCH(1,1) model to more advanced volatility models with a leverage effect, GARCH-in-mean specification and the use of the skewed student t distribution for modelling asset returns.

Overview

Context of the GARCH Models in R course at Data Camp

Are you curious about the rhythm of the financial market's heartbeat? Do you want to know when a stable market becomes turbulent? In this course on GARCH models you will learn the forward looking approach to balancing risk and reward in financial decision making.

Applications on stock and exchange rate returns include portfolio optimization, rolling sample forecast evaluation, value-at-risk forecasting and studying dynamic covariances.

Programme Structure

Chapters

  • The standard GARCH model as the workhorse model
  • Improvements of the normal GARCH model
  • Performance evaluation
  • Applications

Key information

Duration

  • Part-time
    • 1 days

Start dates & application deadlines

You can apply for and start this programme anytime.

Language

English

Delivered

Online

Academic requirements

We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.

English requirements

We are not aware of any English requirements for this programme.

Other requirements

General requirements

PREREQUISITES

  • Time Series Analysis in R
  • Manipulating Time Series Data with xts and zoo in R

Tuition Fee

To always see correct tuition fees
  • International

    Free
    Tuition Fee
    Based on the tuition of 0 USD for the full programme during 1 days.
  • National

    Free
    Tuition Fee
    Based on the tuition of 0 USD for the full programme during 1 days.

Basic Access: Free; Premium (for individuals): $12.42 per month billed annually; Teams: $25 per month billed annually; Enterprise: Contact sales for pricing

Funding

Other interesting programmes for you

Our partners

GARCH Models in R
Data Camp
GARCH Models in R
-
Data Camp

Wishlist

Go to your profile page to get personalised recommendations!