| Non-stationary Time Series: Unit root, Cointegration, Error-Correction, VAR, VECM, Granger Causality, Weak Exogeneity; Conditional Volatility Models: ARCH, GARCH, IGARCH; Forecasting: Multivariate Forecasts, Forecast Evaluation, Forecast Combination; Regime-switching Models: TAR, SETAR; Applications: International stock market linkages, Stock market volatility, Forecasting stock returns, Trading Strategies, Predictability of stock returns, Non-linear predictability. |
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu |
