Training Calendar

Financial Time series analysis with EViews (Online Course - UK Time)

Online Half day (23rd May 2019 - 23rd May 2019) EViews Intermediate
Delivered by: Dr Malvina Marchese, Cass Business School (City, University of London)
Econometrics, Finance, Time series

Overview

Our web based Financial Time Series Analysis with EViews course provides a complete introduction to time series modelling and forecasting with EViews. It provides a good and practical understating of the best performing univariate and multivariate time series models used in financial applications and strong background in forecasting.

The course runs from 13.00 - 17.00 (UK Time)

Agenda

The course provides a comprehensive introduction to financial time series analysis and forecasting based on EViews, the most powerful and user friendly time series econometric software. Taking a “learning-by-doing” approach, we aim to present the most relevant univariate and multivariate financial time series models employing plenty of financial data examples and a constant stream of challenging exercises. The course specifically focuses on forecasting methodologies in financial econometrics. Participants leave with the know-how on a wide range of models, such as ARMA,GARCH,VEC, VECM and the ability to identify which one to use for a specific modelling and forecasting purpose.

The course is intentionally flexible. The agenda emerges dynamically and depends on the group’s prior background and knowledge of EViews. By the end of the course, all participants will feel comfortable undertaking the following tasks:

  • Data analysis: mean reversion, memory, trends and unti roots
  • ARMA and ADL models: specification, estimation, diagnostic checking
  • GARCH models: specification, estimation, diagnostic checking

  • Forecasting with ARMA, ADL and ADL-GARCH models
  • Assessing the forecasting performance of univariate time series models
  • VAR and VECM: benefits of multivariate forecasting techniques
  • Multivariate GARCH modes
  • Short and long memory time series models: Value at Risk and ETV.

Learning Ratio

80% practical; 20% theory

Principal texts for pre-course reading:

Adkins L.C , Hill R.C Using EViews for principle of Econometrics (Appendix C and Chapters 2 and 3 )

Principal texts for post-course reading:

Adkins L.C , Hill R.C Using EViews for principle of Econometrics (Chapters 9, 12, 13,14 )

Basic knowledge of hypothesis testing is needed.

Basic knowledge of EViews is helpful. Basic understanding of regression anlysis is helpful.

Terms & Conditions

  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials that will be posted to you prior to the start of the course.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course.
  • Payment of course fees required prior to the course start date.
  • Registration closes 5-calendar days prior to the start of the course.

    • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
    • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
    • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.
  •  CommercialAcademicStudent
    Online - 23 May 2019 (23/05/2019 - 23/05/2019)

All prices exclude VAT or local taxes where applicable.

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