Lecture 12

15 Maio 2024, 09:30 • Nuno Sobreira

Practical class: solving exercises from the provided exercise sheets

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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.

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Lecture 10

24 Abril 2024, 09:30 • Nuno Sobreira

Univariate models for volatility: slides 41-56

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Lecture 9

17 Abril 2024, 09:30 • Nuno Sobreira

Chapter 4 - Univariate time series models for volatility (until slide 45)

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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)

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