Course Details
Country:
Spain
Institution:
Universidad Carlos III de Madrid
Course Title:
Analysis of dynamic data
Course Number:
14058
Course Description:
1. Construction of forecasts for decision making in a context of uncertainty, in which managers need to take into account the consequences of all posibilities.
2. Represent the dynamic dependence of univariate and multivariate variables describing the main dynamic properties: trends, seasonal components and cicles.
3. Measure the dependence beween economic and financial variables observed along time.
4. Measure the volatility of financial variables to obtain, for example, the Value at Risk or forecast intervals for financial returns.
Interpretation of data. Use of software designed for the analysis of data.
Language:
English
Approved Equivalent:
INTS 399
Attachment Files:
