FIN-616 / 3 credits

Teacher: Rockinger Michael

Language: English

Remark: From December to March


Frequency

Every year

Summary

This course has 3 parts - We understand how to use moment based estimations to obtain the parameters for explicit or implicit models. - We learn how to estimate latent parameters in a time series context with the Kalman filter. - Machine learning tools belong in any PhDs toolkit.

Content

In the programs

  • Exam form: Written (session free)
  • Subject examined: Financial Econometrics II
  • Lecture: 28 Hour(s)

Reference week