Financial Time Series
University of Gothenburg
GÖTEBORG
Start date:
End date:
Pace of study: 50 %
Published education catalogue
Financial Time Series
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: MSA410
This course introduces time-series techniques and their application to the analysis and forecasting of financial time-series. Emphasis is given to nonlinear methods applied to high-frequency financial data. The theoretical discourse is supplemented by hands-on data analysis. Familiarity with a statistical software analysis tool (like Matlab, Splus, R) is assumed.
Entry requirements
Knowledge of basic probability at the level of MSG100/MSG110 and of statistics at the level of MSG200. Knowledge of stochastic processes at the level of MSG400 is highly desirable.
Education offerings
Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.
Source and updates
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Last changed according to the source: 2026-03-26T07:24:51