Econometrics for Finance - S6 - Volatility Models

In this session we model financial time series by capturing volatility clustering, that is a condition in financial time series where bigger shocks tend to be followed by big shock is both direction, and small shocks tend to follow small shocks.

The BSU E-learning and Problem-based Learning Programme seeks to strengthen the capacity of South Universities including University of Ghana in the using of e-learning and problem-based learning approach for teaching and learning in UG. This video-lecture is developed under this initiative to enhance learning activities in the classroom and beyond.