MTH 9893
Time Series Analysis · 1.5 credits · Spring 2027
Requirements
Prerequisite: MTH 9814 & MTH 9815 & MTH 9831
About this course
This course covers univariate and multivariate time series analysis, conditional heteroscedastic models, principal component analysis, and factor models. Students will learn about implementing univariate and multivariate volatility models. Note: Students cannot receive credit for both MTH 9867 and MTH 9893.
Seat status as of Oct 2, 10:36 AM ET. Seats can change between refreshes.
No sections have been posted for this course in this term yet.