1 | To be able to explain main concepts used in financial econometrics |
2 | To be able to explain concept of volatility |
3 | To be able to explain concepts of ARCH and GARCH model |
4 | To be able to introduce different types of ARCH/GARCH models |
5 | To be able to use financial data in family of iARCH/GARCH implementation |
6 | To be able to explain how to apply multivariate time series methods to financial data |