Time Series

Spring 2024 | Université de Lausanne

Graduate Level | Assistant

Topics Covered

• ARMA models
• GARCH models
• Time series estimation
• Extreme value time series

Untitled

Course Overview

Detailed description of the course content, structure, and goals.

Learning Objectives

By the end of this course, students will be able to:

1. Objective 1
2. Objective 2
3. Objective 3

Curriculum

Week 1-4: Foundation

• Topic 1
• Topic 2

Week 5-8: Advanced Concepts

• Topic 3
• Topic 4

Week 9-12: Applications

• Project work
• Presentations

Assessment

• Assignments: 40%
• Midterm: 25%
• Final Project: 25%
• Participation: 10%

Student Feedback

Summary of course evaluations and improvements made.