Topics in financial statistics with focus on current research: Time-series modeling, volatility modeling, high-frequency statistics, large-dimensional factor modeling and estimation of continuous-time processes. Prerequisites: MS&E 220, MS&E 226 or STATS MS&E 200, MS&E 221 or STATS MS&E 217, MS&E 245A, or equivalents.
3 units · Letter or Credit/No Credit
Topics in financial statistics with focus on current research: Time-series modeling, volatility modeling, high-frequency statistics, large-dimensional factor modeling and estimation of continuous-time processes. Prerequisites: 220, 226 or STATS 200, 221 or STATS 217, 245A, or equivalents.
Offered in Spring 2026 at Stanford University.