Studying at the University of Verona

Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.

This information is intended exclusively for students already enrolled in this course.
If you are a new student interested in enrolling, you can find information about the course of study on the course page:

Laurea magistrale in Banca e finanza - Enrollment from 2025/2026

The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University.
Please select your Study Plan based on your enrollment year.

CURRICULUM TIPO:

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TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.




S Placements in companies, public or private institutions and professional associations

Teaching code

4S00489

Coordinator

Luigi Grossi

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-S/03 - ECONOMIC STATISTICS

Period

primo semestre dal Sep 24, 2012 al Dec 21, 2012.

Learning outcomes

The goal of the course is to introduce students in modern econometric and time series tools for analyzing and modeling of quantitative financial information.
The course provides students with theoretical and practical knowledge of the statistical and computational skills needed for the creation, implementation, and evaluation of the time series models used by the financial sector to manage risk and develop investment strategies.

Program

1. Prices, returns stock indexes

2. Introduction to technical analysis

3. Stylized facts of financial returns

4. ARMA models for financial returns

5. Conditional volatility models


Suggested book
- G. M. Gallo, B. Pacini, Metodi quantitativi per i mercati finanziari, Carocci, Roma, 2002.
- Additional teaching notes will be distributed duting the course.

Types of classes: lectures, seminars and exercises

Examination Methods

Written exam. Oral exam is optional.

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE