Master Financial Econometrics for Time Series Analysis

Partner: Udemy
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Description: Embark on a Journey into Financial Econometrics and Time Series AnalysisThis comprehensive learning experience will equip you with the skills to master financial econometrics, with a particular emphasis on the intricacies of time series analysis. Get ready to delve into both the theoretical underpinnings and practical applications, all while wielding the power of Excel.Here's a glimpse into the terrain we'll explore:1. Foundations: Building Your Statistical ArsenalData Acquisition: Begin your journey by discovering prime sources for financial data, such as Kaggle and direct exchanges. While you'll have access to diverse sources, we'll primarily use the provided course data to ensure a smooth, consistent learning experience.Statistical Essentials: Grasp the core statistical measures—mean, variance, standard deviation—and unlock their power in deciphering data distributions. The exploration will extend to central moments, including the intriguing skewness and kurtosis.Probability Distributions: Dive into the world of probability density functions (PDFs) and cumulative distribution functions (CDFs). Discover the nuances between discrete and continuous data, and master the art of representing probabilities using histograms and cumulative sums. We'll also uncover the secrets of the ubiquitous normal distribution.Random Variables: Unravel the concept of random variables and their intimate relationship with probability functions.2. Hands-On Data Mastery: Transforming Raw Data into InsightsEmpirical vs. Theoretical: Construct empirical PDFs and CDFs from real-world data and engage in a fascinating comparison with theoretical distributions, like the elegant normal and the robust Student's T. This hands-on experience will involve so
Category: Finance & Accounting > Financial Modeling & Analysis > Time Series Analysis
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Price: 199.99
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Source: Impact
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