Statistics 810-004
Fall 2009
Statistics and Financial Risk
August 19, 2009
Welcome to the home page for Statistics 810-004. You will
find all the course information through this page.
Course Information
Background Reading
Online Resources
- Various R scripts
- Various data sets
- SAS
notes on ARCH/GARCH modeling.
- A
glossary to ARCH (GARCH), assembled by Tom
Bollserslev
- A review
of Multivariate GARCH models
- The R-project home
page
- News items:
- Papers on measures of risk:
- Slides:
- Value at Risk: