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GARCH Models in R

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Course Report - GARCH Models in R

Course Report

Find detailed report of this course which helps you make an informed decision on its relevance to your learning needs. Find out the course's popularity among Careervira users and the job roles that would find the course relevant for their upskilling here. You can also find how this course compares against similar courses and much more in the course report.

Course Features

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Duration

4 hours

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Delivery Method

Online

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Available on

Limited Access

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Accessibility

Mobile, Desktop, Laptop

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Language

English

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Subtitles

English

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Level

Intermediate

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Teaching Type

Self Paced

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Video Content

4 hours

Course Description

Are you curious about the heartbeat of financial markets? Do you want to know when a market goes down? This course will help you balance risk and reward in financial decisions. The course gradually moves from the GARCH(1) standard model to more advanced volatility model that includes a leverage effect and GARCH in–mean specification. It also uses the skewed student t distribution for asset returns modeling. Portfolio optimization, rolling sampling evaluation, value-at-risk forecasting and study of dynamic covariances all have applications to stock and exchange rates return models.

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Highlights

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Rating & Reviews

Top 30 Percentile

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Pedagogy

Top 10 Percentile

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Parameters

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Pedagogy

Acquire all major R Programming skills in this course for seamless integration into your daily life. Develop a versatile skill set, allowing you to confidently apply what you've learned in various practical scenarios, enhancing your daily experiences and overall proficiency. An exceptional course in R Programming, this stands out for its Self Paced learning approach. Learners have the flexibility to progress at their own speed, tailoring the experience to their individual needs.

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Rating & Reviews

This highly acclaimed course is among the top-rated in R Programming, boasting a rating greater than 4 and an overall rating of 5.0. Its exceptional quality sets it apart, making it an excellent choice for individuals seeking top-notch learning experience in R Programming.

Course Overview

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Virtual Labs

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International Faculty

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Post Course Interactions

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Hands-On Training,Instructor-Moderated Discussions

Skills You Will Gain

Prerequisites/Requirements

Time Series Analysis in R

Manipulating Time Series Data with xts and zoo in R

What You Will Learn

Specify and fit GARCH models to forecast time-varying volatility and value-at-risk

Course Instructors

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Kris Boudt

Professor of Finance and Econometrics at VUB and VUA

Kris Boudt is professor of finance and econometrics at Ghent University, Vrije Universiteit Brussel and Amsterdam. He teaches the courses "GARCH models in R" and "Introduction to portfolio analysis i...

Course Reviews

Average Rating Based on 3 reviews

5.0

100%

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