Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in finance. Ideal for portfolio management.

There is a growing need for the ability to specify and generate correlated random variables as primitive inputs to stochastic models. Motivated by this need, several authors have explored the ...

This course is compulsory on the BSc in Econometrics and Mathematical Economics and BSc in Economics. This course is available on the Erasmus Reciprocal Programme of Study and Exchange Programme for ...