GARCH Models in R

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.