Economics · Applied Econometrics

EconoMetric: Financial Econometrics Workbench

Interactive workbench where students apply time series econometric models (ADF, ARMA, GARCH, Cointegration) to financial data across 5 asset classes, building intuition for volatility clustering, fat tails, and spurious regression.

10 rounds Executive
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Who it is for

An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.

How a session runs

  1. The instructor creates a session from the Eureka dashboard and invites the participants.
  2. Participants play 10 rounds. In each one they submit their decisions and the simulation calculates the results.
  3. The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.

Decisions participants make

The decisions participants make during the simulation:

  • Asset Class
  • Analysis Type
  • Lag Order
  • AR Order (p)
  • MA Order (q)
  • GARCH p Order
  • GARCH q Order
  • Pair Asset

What participants track

What participants follow on screen as the rounds go by:

  • Configure Your Analysis
  • Analysis Output

Subjects covered

Designed for courses in Applied Econometrics.

  • Financial Econometrics & Time Series

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