FIN-616 / 3 credits

Teacher: Rockinger Michael

Language: English

Remark: From December to March. If you would like to attend this course, please send an email to: to register


Every year


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.


In the programs

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

Reference week

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