FIN-616 / 3 crédits

Enseignant: Rockinger Michael

Langue: Anglais

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.


Dans les plans d'études

  • Forme de l'examen: Ecrit (session libre)
  • Matière examinée: Financial Econometrics II
  • Cours: 28 Heure(s)

Semaine de référence

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