First cycle
degree courses
Second cycle
degree courses
Single cycle
degree courses
School of Science
STATISTICS ECONOMICS AND FINANCE
Course unit
FINANCIAL TIME SERIES ANALYSIS
SSM0013981, A.A. 2015/16

Information concerning the students who enrolled in A.Y. 2013/14

Information on the course unit
Degree course First cycle degree in
STATISTICS ECONOMICS AND FINANCE
SS1449, Degree course structure A.Y. 2009/10, A.Y. 2015/16
N0
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Degree course track PROFESSIONALIZZANTE [007PD]
Number of ECTS credits allocated 8.0
Type of assessment Mark
Course unit English denomination FINANCIAL TIME SERIES ANALYSIS
Website of the academic structure http://www.stat.unipd.it/risorse/SEF
Department of reference Department of Statistical Sciences
Mandatory attendance No
Language of instruction Italian
Branch PADOVA
Single Course unit The Course unit can be attended under the option Single Course unit attendance
Optional Course unit The Course unit can be chosen as Optional Course unit

Lecturers
Teacher in charge SILVANO BORDIGNON

ECTS: details
Type Scientific-Disciplinary Sector Credits allocated
Core courses SECS-S/03 Statistics for Economics 8.0

Course unit organization
Period Second semester
Year 3rd Year
Teaching method frontal

Type of hours Credits Teaching
hours
Hours of
Individual study
Shifts
Laboratory 2.5 18 44.5 No turn
Lecture 5.5 38 99.5 No turn

Calendar
Start of activities 01/03/2016
End of activities 11/06/2016
Show course schedule 2015/16 Reg.2009 weekly timetable
2015/16 Reg.2009 single teaching timetable

Examination board
Board From To Members of the board
7 Commissione a.a. 2015/2016 01/10/2016 30/09/2020 BERNARDI MAURO (Presidente)
DI FONZO TOMMASO (Membro Effettivo)
LISI FRANCESCO (Membro Effettivo)
6 Commissione a.a. 2015/2016 01/10/2015 30/09/2016 BORDIGNON SILVANO (Presidente)
BERNARDI MAURO (Membro Effettivo)
DI FONZO TOMMASO (Membro Effettivo)
LISI FRANCESCO (Membro Effettivo)

Syllabus
Prerequisites: Economic Time Series
Textbooks (and optional supplementary readings)
  • Tsay R.S.,, Analysis of Financial Time Series (3rd Edition). New York:: Wiley, 2010. Cerca nel catalogo
  • Gallo G. e Pacini B.,, Metodi quantitativi per i mercati finanziari: istruzioni per l’uso. Firenze: Carrocci, 2002. Cerca nel catalogo
  • Tsay R., An introduction to analysis of financial data with R. New York: Wiley, 2013. Cerca nel catalogo