JED412 - Advanced Financial Econometrics I

Kredit: 5
Role předmětu: Anglicky
Doktorský
Semestr - zimní
Garanti: doc. PhDr. Jozef Baruník Ph.D.
prof. Ing. Miloslav Vošvrda CSc.
Stránky kurzu: JED412
Literatura: C. Gandolfo: Economics Dynamics, Springer, 1997
Campbell, Lo, MacKinlay: The Econometrics of Financial Markets, Princeton, 1997
Hamilton: Time Series Analysis, 1994
Tsay: Analysis of Financial Time Series, 2002
Popis: The aim of this seminar is an analysis of macroeconomic systems primarily by methods of nonlinear dynamics, stochastics dynamics, and nonlinear time series analysis. Special application will be focused on a behavior of the financial markets.

Partneři

Deloitte
McKinsey & Company
Moneta Money Bank

Sponzoři

CRIF
ČSOB