In this program
- ARCH/GARCH models for volatility
- Threshold
- Regime-switching models (intro)
- Functional time series (overview)
- High-frequency data challenges (preview)
Nonlinear and financial time series
ARCH/GARCH models for volatility
Advanced time series · Standard syllabus
Topic
ARCH/GARCH models for volatility
Graduate Advanced time series — outline derived from course README sections and typical US statistics syllabi (OpenIntro / standard OER where applicable).