Traditional econometric models assume a constant one-period forecast variance. To generalize this implausible assumption, a new class of stochastic processes called autoregressive conditional ...

Trygve Haavelmo was awarded the 1989 Alfred Nobel Memorial Prize for Economic Science for his introduction of the probability approach to econometrics. This paper gives some background to Haavelmo's ...

This article describes the use of OLS regression analysis to build a fairly simple model that can estimate the price of crude oil. Due to the volatile nature of oil due to short-term speculation, ...

I model gold prices using structural multivariate regression models through four different parametric approaches (OLS, t-distribution, quantile regression, and log-normal). Higher US inflation, a ...

For full instructions on how to apply for short courses, please contact the Centre for Flexible and Continuing Education - FlexEd@ulster.ac.uk The primary objective of this short course is to provide ...

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

This course is compulsory on the MRes/PhD in Finance. This course is available on the MRes/PhD in Economics and MRes/PhD in Management (Marketing). This course is not available as an outside option.

The rise of financial technology (fintech) has motivated practitioners and researchers to explore alternative data sources and enhanced credit scoring methods for better assessment of consumers' ...