Financial Statistics
The course provides extended and in-depth knowledge of the probability theoretical and statistical concepts and methods used in economic theory, especially those used in financial statistics. The concepts that are treated in more detail are: probability theory, probability distributions, inference with decision theory, regression models, models for time series and forecasts, volatility, options and data management with statistical software.
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Course structure
The course is given at day time, full time.
Teaching format
The teaching forms consist of lectures and exercises.
Course information
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Course description spring 2025 (464 Kb)
- Old exams
Assessment
Examination will be in the form of written and oral examination.
Examiner
Teachers spring 2025
Course coordinator
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Schedule
The schedule will be available no later than one month before the start of the course. We do not recommend print-outs as changes can occur. At the start of the course, your department will advise where you can find your schedule during the course. -
Course literature
Note that the course literature can be changed up to two months before the start of the course. -
Course reports