We invite students to the special course by Martin Burda, Associate Professor of Economics at the University of Toronto. The primary objective of the course is to provide students with a solid theoretical and practical foundation for the interpretation of empirical evidence in financial economics in the multivariate setting. The course will cover introduction to multivariate analysis with a specific focus on models of stochastic volatility (GARCH, SV). The course will run in the week May 21-25, with a detailed schedule announced later. Enrolment to the course is allowed until the mid of May.
Autor - doc. PhDr. Martin Gregor Ph.D.