Course Descriptions
Financial Regression Analysis and Forecasting

Financial Regression Analysis and Forecasting is an intermediate course. The objective is to demonstrate and teach the regression capabilities of EViews using financial applications.

Topics covered in Financial Regression Analysis and Forecasting include:

• Time Series Regression (Y on Xs) for Stock Betas
• Regression with Robust Standard Errors
• GARCH
• Residual Diagnostics and modeling
• VAR
• Monte Carlo Simulation of Wealth Returns