Financial Econometrics EViews
Financial Econometrics using EViews
3-day Professional development workshop
East Asia Training & Consultancy Pte Ltd invites you to attend a three day workshop on Financial Econometrics
using the latest EViews7, the well-known econometrics software package developed by Quantitative Micro Software (USA).
“EViews provides sophisticated data analysis, regression, and forecasting tools on Windows-based computers. With EViews you can quickly develop a statistical relation from your data and then use the relation to forecast future values of the data. Areas where EViews can be useful include: scientific data analysis and evaluation, financial analysis, macroeconomic forecasting, simulation, sales forecasting, and cost analysis.” (EViews User’s Guide, p.5)
The focus will be on the statistical modeling of financial time series (asset prices and returns) with an emphasis
on non-normal distributions for asset returns, modeling volatility and correlation, risk measurement and management techniques, high frequency data and continuous time models.
The learning goals/objectives of the course are to
(1) survey the relevant theoretical and empirical econometric literature;
(2) introduce current research topics;
(3) use statistical software to get hands-on experience with real world data.