Date: 6-7 December 2010
Location: Cass Business School, 106 Bunhill Row, London
Level: Introductory / Intermediate
Course Duration: 2-days
Delivered By: Prof. Giovanni Urga, Cass Business School, London
The fields of econometrics and statistics are constantly expanding providing as a result great advances in quantitative methods to analyse and forecast data. At the same time, econometrics and statistics are becoming more confusing in the sense that the modern menu of methods is so vast that a practitioner may find difficult to choose the appropriate methodology or the practice that best fits a quantitative task.
This course provides a review and practical guide to several major and popular econometric methodologies applied to modelling the empirical stylised facts of the financial time series, via univariate and multivariate GARCH models, ways to measure contagion effects, factor models and GMM estimation methods.
Topic include.
• Volatility and forecasting I: Univariate GARCH, theory and applications
• Volatility and forecasting II: Multivariate GARCH , theory and applications
• Measuring contagion among stock markets.
• Panel factor models in finance
• The impact of macro-announcements on the term structure, foreign exchange rates and asset prices.
Cost (per participant)
Early Registrations Late Registrations
(6- weeks before the course starts)
Commercial/Government £960.00 Excluding VAT
Academic/Non-Profit Research £745.00 Excluding VAT
Student £360.00 Excluding VAT
To Register, please contact Ashley Dyer on 020 8697337 or by emailing [log in to unmask]
We look forward to hearing from you.
Ashley Dyer
Training Consultant
Timberlake Consutlants Ltd
Worsley Bridge Rd
London SE26 5BN
You may leave the list at any time by sending the command
SIGNOFF allstat
to [log in to unmask], leaving the subject line blank.
|