Sumários
Lecture 12
15 Maio 2024, 09:30 • Nuno Sobreira
Practical class: solving exercises from the provided exercise sheets
Lecture 11
8 Maio 2024, 09:30 • Nuno Sobreira
End of the chapter about volatility time series models. Practical class: solving exercises from the exercise sheets.
Lecture 9
17 Abril 2024, 09:30 • Nuno Sobreira
Chapter 4 - Univariate time series models for volatility (until slide 45)
Lecture 8
10 Abril 2024, 09:30 • Nuno Sobreira
3 - Stylized facts of financial time series. 4 - Univariate time series models for volatility (until slide 19)