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Overview
Context
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 GARCH Models in R course offered by Data Camp you will learn the forward looking approach to balancing risk and reward in financial decision making.
The course 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.
Applications on stock and exchange rate returns include portfolio optimization, rolling sample forecast evaluation, 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
Campus Location
- New York City, United States
Disciplines
Financial Technology View 64 other Short Courses in Financial Technology in United StatesWhat students do after studying
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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
- Financial decision makers, stock traders, analysts, portfolio managers and other professionals who work with financial markets would all benefit from learning about GARCH models.
- This course is more suitable for advanced learners.
PREREQUISITES:
- Time Series Analysis in R
- Manipulating Time Series Data in R
Tuition Fees
Tuition fees are shown in and the most likely applicable fee is shown based on your nationality.
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International Applies to you
Applies to youNon-residentsFree - Out-of-StateFree
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Domestic
Applies to youIn-StateFree
Additional Details
This course can be accessed for free with the Data Camp Premium or Teams subscriptions
Funding
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