ATSSB - Multivariate Time Series Analysis

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  • 5 Students Enrolled

ATSSB - Multivariate Time Series Analysis

Multivariate Time Series Analysis

  • 0 Rating
  • 0 Reviews
  • 5 Students Enrolled
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Courselet Content

2 components
Multivariate Time Series Analysis (pdf)
27.82 M
Multivariate Time Series Analysis (video)
50 min

Requirements

  • Univariate Time Series Analysis

General Overview

Description

Multivariate Time Series Analysis

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Meet the instructors !

instructor
About the Instructor

Teaching Assitant at Chair of Econometrics | Technical University of Berlin

 

Patrick is currently a Master's student in Statistics at the Humboldt University of Berlin. His research interest covers high-dimensional nonstationary time series, volatility modeling, and options theory for alternative assets and cryptocurrencies.