Main info:

• Academic Year: 2024/2025; 
• Curriculum: FINASS; 
• Semester: Fall; 
• Timetable:
  • Tuesday, 12-14 (room DIDALAB)
  • Wednesday 10-12 (room Aula Master MEMOTEF)
  • Thursday, 10-12 (room DIDALAB)

Aims of the course:

This course aims at covering, both from a graphical point of view and a methodological/theoretical one, the main tools for analysing (financial) time series. Students will also learn to use the statistical software R as a tool for applying statistical methodologies to real data, as well as for understanding the theory behind a model. 

Students successfully completing this course will be able to analyse in a methodologically sound way time series data and critically interpret the obtained results, highlighting pros and cons of the chosen procedures.