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
Language
Delivered
Disciplines
Information Technology (IT) Data Science & Big Data View 290 other Short Courses in Information Technology (IT) in United StatesAcademic 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
-
International
FreeTuition FeeBased on the tuition of 0 USD for the full programme during 1 days. -
National
FreeTuition FeeBased 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