Economical:

CAPM (Capital Asset Pricing Model)

Factor Investing

$\uparrow$ single factor, multi factor, fama french

Time-series:

ARMA

ARCH (Autoregressive Conditional Heteroskedasticity)

GARCH (Generalized ARCH)

Methods:

OLS (Ordinary Least Squares)

GLS (Generalized Least Squares)

MLE (Maximum Likelihood Estimation)

ACF (Auto Correlation Function)

PACF (Partial Auto Correlation Function)