Time Series Analysis

Learn to model and forecast financial time series data.

Lesson 4.1: Vector Autoregression (VAR) Models
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30 min
Lesson 4.2: Cointegration and Error Correction Models (VECM)
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35 min
Lesson 4.3: State Space Models & Kalman Filters
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40 min
Lesson 4.4: Structural VAR (SVAR) Models
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30 min
Lesson 4.5: Capstone: A Pairs Trading Strategy
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45 min