Guest Lecturer in Financial Time Series Analysis
Guest lecture, China University of Political Science and Law, Department of Economics, 2013
As a guest lecturer in the Financial Time Series Analysis course, I delivered lectures on the key methods for analyzing financial data, including autoregressive models (AR), GARCH models, and techniques for modeling market volatility. I guided students through real-world examples and provided insights into how econometric tools are applied in financial economics.
Hours: 40 hours