FECON 413

Forecasting Financial Markets

Duke University · UGRD · Fall 2026

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Introduces statistical models for financial price and risk. ARMA, GARCH, Value-at-Risk. Covers both theory underlying these models and practical implementation using statistical software (MATLAB). Prerequisite: (Mathematics 202, 212, 216, 221, or 222) and (Economics 204D or 208D, or Statistics 111 or 130, or Statistics 230/Mathematics 230, or Statistics 250/Mathematics 342).

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Class #duke-FECON413Fall 2026UGRD1 credits
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