Stationary and non-stationary series (AR, MA, ARMA models) and simulation techniques like Monte Carlo and bootstrapping.
A "hot topic" for examiners, used to update prior probabilities as new information becomes available. Page 1 FRM PART I BOOK 2: QUANTITATIVE ANALysis...
Simple and multiple linear regressions, diagnostics (addressing issues like multicollinearity and heteroskedasticity), and predictive performance. Stationary and non-stationary series (AR, MA, ARMA models)