GARCH

Loading...
Просмотреть программу курса

Получаемые навыки

Risk Analysis, R Programming, Risk Management, Financial Risk, Portfolio (Finance)

Рецензии

4.5 (оценок: 165)
  • 5 stars
    68.48%
  • 4 stars
    21.81%
  • 3 stars
    4.84%
  • 2 stars
    1.21%
  • 1 star
    3.63%
SM
31 мая 2020 г.

I loved this course, I think it was very friendly and of course with an excellent level.\n\nI highly recommend this course

MA
7 нояб. 2020 г.

Awesome introduction course for Risk Management who have some expertise in statistics and finance

Из урока
Risk Management under Volatility Clustering
This module covers how to test for the presence of volatility clustering, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns exhibit volatility clustering.

Преподаватели

  • Placeholder

    David Hsieh

    Bank of America Professor

Ознакомьтесь с нашим каталогом

Присоединяйтесь бесплатно и получайте персонализированные рекомендации, обновления и предложения.