Undergraduate Prerequisites: CASMA 581 or ENGEK 381 or ENGEK 500 or consent of instructor. - Autocorrelation and partial autocorrelation functions; stationary and nonstationary processes; ARIMA and Seasonal ARIMA model identification, estimation, diagnostics, and forecasting. Modeling financial data via ARCH and GARCH models. Volatility estimation; additional topics, including long-range dependence and state-space models.
SPRG 2025 Schedule
| Section |
Instructor |
Location |
Schedule |
Notes |
| A1 |
Gangopadhyay |
EPC 205 |
TR 2:00 pm-3:15 pm |
Students registering for CAS MA 585 A1 must also register for a discussion section A2-A4. |
SPRG 2025 Schedule
| Section |
Instructor |
Location |
Schedule |
Notes |
| A2 |
Gangopadhyay |
BRB 121 |
W 2:30 pm-3:20 pm |
|
SPRG 2025 Schedule
| Section |
Instructor |
Location |
Schedule |
Notes |
| A3 |
Gangopadhyay |
SOC B59 |
W 3:35 pm-4:25 pm |
|
SPRG 2025 Schedule
| Section |
Instructor |
Location |
Schedule |
Notes |
| A4 |
Gangopadhyay |
CAS 320 |
W 4:40 pm-5:30 pm |
|
Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.
