I have a fundamental math PhD background, but very little knowledge (only undergraduate) about statistics.

Even by reading lots of online documents about GARCH, I find it hard to find the global philosophy.

I'd like to find a MOOC about GARCH, and more generally time series. What are your recommendations?

  • 3
    $\begingroup$ Why did some people vote for this as being too broad? I think it is a very well defined question: "Is there a MOOC that covers GARCH models? And if not is there a MOOC on time-series?" Which part is the "broad part"? $\endgroup$
    – usεr11852
    Feb 26, 2016 at 11:08
  • $\begingroup$ Just a warning: I think it's unlikely you will find a MOOC on GARCH's: this a somewhat advanced time series method. MOOC's tend to be more '101' classes. Looking for a general time series MOOC is likely to give you more traction. $\endgroup$
    – Cliff AB
    Feb 26, 2016 at 17:15
  • $\begingroup$ @CliffAB Yes that's what I am looking for : an online course about advanced time series methods. $\endgroup$
    – Basj
    Feb 26, 2016 at 18:52


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