Course Report
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Course Features
Duration
4 hours
Delivery Method
Online
Available on
Limited Access
Accessibility
Mobile, Desktop, Laptop
Language
English
Subtitles
English
Level
Intermediate
Teaching Type
Self Paced
Video Content
4 hours
Course Description
Course Overview
Virtual Labs
International Faculty
Post Course Interactions
Hands-On Training,Instructor-Moderated Discussions
Skills You Will Gain
Prerequisites/Requirements
Time Series Analysis in Python
What You Will Learn
Learn about GARCH Models, how to implement them and calibrate them on financial data from stocks to foreign exchange
This course will show you how and when to implement GARCH models, how to specify model assumptions, and how to make volatility forecasts and evaluate model performance
Using real-world data, including historical Tesla stock prices, you’ll gain hands-on experience of how to better quantify portfolio risks, through calculations of Value-at-Risk, covariance, and stock Beta
You’ll also apply what you’ve learned to a wide range of assets, including stocks, indices, cryptocurrencies, and foreign exchange, preparing you to go forth and use GARCH models
Course Instructors
Course Reviews
Average Rating Based on 3 reviews
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