Title: Financial Econometrics with PcGive and Garch
Date: 28 - 29 March 2011
Location: Cass Business School, 106 Bunhill Row London EC1Y 8TZ.
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.
Please follow this link for the course agenda http://www.timberlake.co.uk/Training/?id=147&cid=21
This course is aimed at economists, financial economists and applied econometricians who deal with different types of data and projects in their day-to-day work. Professionals who are interested to learn different techniques and raise their awareness of possible methodologies that can be used in their current or future projects will greatly benefit from this course.
Cost (per participant with early registration)
Commercial/Government £960.00 (Ex. VAT)
Academic/Non-Profit Research £745.00 (Ex. VAT)
Student £360.00 (Ex. VAT)
Discounts are available for multiple registrations. Please contact us for more information.
Rergistration includes course materials, lunch, refreshments and the use of computers. The PcGive 13.1 and Garch 6.1 modules of OxMetrics 6.1 will be used during the practical sessions.
For further information and to register, please contact Ashley Dyer on [log in to unmask] or by calling 020 8697 3377.
We look forward to hearing from you.
Ashley Dyer
Timberlake Consultants Ltd
Unit B3 Broomsliegh Business Park
London SE26 5BN
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