Sumários

Linear Time Series Models: Stationary, ACF and PACF, White Noise, AR(inf) and MA(inf) representations

1 Março 2016, 16:00 Jorge Caiado

Linear Time Series Models: Stationary, ACF and PACF, White Noise, AR(inf) and MA(inf) representations


Emprirical features and stylized facts of financial time series (continuation)

23 Fevereiro 2016, 16:00 Jorge Caiado

Emprirical features and stylized facts of financial time series (continuation)


"Financial Econometrics" Syllabus. Emprical features and stylized facts of financial time series

16 Fevereiro 2016, 16:00 Jorge Caiado

"Financial Econometrics" Syllabus. Emprical features and stylized facts of financial time series